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st: RE: marginal effect Nested Logit regression
From
Jan Bryla <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: marginal effect Nested Logit regression
Date
Tue, 11 Jan 2011 16:41:26 +0100
Hi Alfredo
With models of this type there is a difference between coefficients and marginal effects (because of the definition of a marginal effect in discrete response models you can only comment on the sign on the coefficient). I think Wooldridge "Econometric analysis of cross-section and panel data" around p. 500 explains it much better than I could do in any e-mail.
To obtain marginal effects you can most often apply the -mfx or -margins upon estimation. See for instance http://www.stata.com/help.cgi?clogit+postestimation
Hope this gets you in the right direction.
Jan Bryla
The Danish Bankers Association
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of alfredo jimenez palmero
Sent: 11. januar 2011 15:50
To: [email protected]
Subject: st: marginal effect Nested Logit regression
Hi stata users!
i got a comment from a reviewer i do not really understand. He says:
"The author does not indicate whether the coefficients in Table 1 are marginal effects or not".
Table 1 includes the result from a Nested and a Conditional Logit Model. What does that "marginal effect" mean? Should the coefficient I got from the NLM and the CLM be interpreted in a different way than in ordinary regressions?
Thank you very much!
Alfredo
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