Re: st: Problem with margins after logit on a person period data

[Richard Williams <richardwilliams.ndu@gmail.com>]

I don't think margins likes it when you use the noconstant option. Is 
it really necessary for your model?
At 05:08 PM 6/8/2011, Urmi Bhattacharya wrote:
> Dear Statalisters,
>
> I am running the following logit on a person-period data
>
> logit school_left childage i.childfemale i.urban i.scstobc
> i.casteother i.dadp i.dadm i.momp i.momm wagep wage5 wage8 w
> > age9 distp distm disth percapcons durat1 durat2 durat3 durat4 
> durat5 durat6 durat7 durat8 durat9 durat10 durat11, nocon
> > s nolog
>
> Logistic regression                               Number of obs   =      47569
>                                                   Wald 
> chi2(28)   =   14601.42
> Log likelihood = -14502.393                       Prob > chi2     =     0.0000
>
> ------------------------------------------------------------------------------
>  school_left |      Coef.   Std. Err.      z    P>|z|     [95% 
> Conf. Interval]
> -------------+----------------------------------------------------------------
>     childage 
> |  -.1413654    .006069   -23.29   0.000    -.1532605   -.1294703
> 1.childfem~e |   .0212387   .0306462     0.69   0.488    -.0388266    .0813041
>      1.urban 
> |   .0124911   .0368072     0.34   0.734    -.0596497    .0846319
>    1.scstobc 
> |   1.972676   .1234074    15.99   0.000     1.730802     2.21455
> 1.casteother |   1.883233    .125722    14.98   0.000     1.636822    2.129643
>       1.dadp 
> |    .680585    .044327    15.35   0.000     .5937057    .7674643
>       1.dadm 
> |   .3872552   .0506982     7.64   0.000     .2878886    .4866217
>       1.momp 
> |   1.351053   .0835161    16.18   0.000     1.187364    1.514741
>       1.momm 
> |   .9494066   .0918146    10.34   0.000     .7694532     1.12936
>        wagep 
> |  -.0281962   .0061845    -4.56   0.000    -.0403176   -.0160748
>        wage5 
> |  -.0040992   .0045604    -0.90   0.369    -.0130373     .004839
>        wage8 
> |    .021027   .0043869     4.79   0.000     .0124289    .0296251
>        wage9 
> |   .0159427   .0022335     7.14   0.000     .0115652    .0203203
>        distp 
> |  -.0355589   .0162329    -2.19   0.028    -.0673748   -.0037431
>        distm 
> |  -.0024083   .0112658    -0.21   0.831    -.0244888    .0196722
>        disth 
> |   .0186932   .0039384     4.75   0.000      .010974    .0264124
>   percapcons 
> |  -.0001459   .0000278    -5.26   0.000    -.0002003   -.0000915
>       durat1 
> |  -5.771466   .1406919   -41.02   0.000    -6.047217   -5.495715
>       durat2 
> |  -4.947835   .1222363   -40.48   0.000    -5.187414   -4.708256
>       durat3 
> |  -4.690019   .1193602   -39.29   0.000    -4.923961   -4.456078
>       durat4 
> |  -4.054464   .1132586   -35.80   0.000    -4.276447   -3.832481
>       durat5 
> |  -3.055883   .1082449   -28.23   0.000    -3.268039   -2.843727
>       durat6 
> |  -3.560284   .1130896   -31.48   0.000    -3.781936   -3.338633
>       durat7 
> |  -2.825943   .1099477   -25.70   0.000    -3.041436   -2.610449
>       durat8 
> |  -2.238741   .1094063   -20.46   0.000    -2.453173   -2.024308
>       durat9 
> |  -1.427979   .1099217   -12.99   0.000    -1.643421   -1.212536
>      durat10 
> |  -.3967904   .1152271    -3.44   0.001    -.6226313   -.1709495
>      durat11 
> |  -2.168164   .1486318   -14.59   0.000    -2.459477   -1.876851
> ------------------------------------------------------------------------------
>
> .
> end of do-file
>
> Since I am interested in the marginal effects of the variables on the
> probability of hazard,
>
> I do
>
> margins,dydx(*)
>
> But this gives me the following output
>
>  margins,dydx(*)
>
> Average marginal effects                          Number of obs   =      47569
> Model VCE    : OIM
>
> Expression   : Pr(school_left), predict()
> dy/dx w.r.t. : childage 1.childfemale 1.urban 1.scstobc 1.casteother
> 1.dadp 1.dadm 1.momp 1.momm wagep wage5 wage8
>                wage9 distp distm disth percapcons durat1 durat2 durat3
> durat4 durat5 durat6 durat7 durat8 durat9
>                durat10 durat11
>
> ------------------------------------------------------------------------------
>              |            Delta-method
>              |      dy/dx   Std. Err.      z    P>|z|     [95% 
> Conf. Interval]
> -------------+----------------------------------------------------------------
>     childage |  (not estimable)
> 1.childfem~e |  (not estimable)
>      1.urban |  (not estimable)
>    1.scstobc |  (not estimable)
> 1.casteother |  (not estimable)
>       1.dadp |  (not estimable)
>       1.dadm |  (not estimable)
>       1.momp |  (not estimable)
>       1.momm |  (not estimable)
>        wagep |  (not estimable)
>        wage5 |  (not estimable)
>        wage8 |  (not estimable)
>        wage9 |  (not estimable)
>        distp |  (not estimable)
>        distm |  (not estimable)
>        disth |  (not estimable)
>   percapcons |  (not estimable)
>       durat1 |  (not estimable)
>       durat2 |  (not estimable)
>       durat3 |  (not estimable)
>       durat4 |  (not estimable)
>       durat5 |  (not estimable)
>       durat6 |  (not estimable)
>       durat7 |  (not estimable)
>       durat8 |  (not estimable)
>       durat9 |  (not estimable)
>      durat10 |  (not estimable)
>      durat11 |  (not estimable)
> ------------------------------------------------------------------------------
> Note: dy/dx for factor levels is the discrete change from the base level.
>
> Can someone explain what am I doing wrong? How do I get the marginal
> effects after running the logit?
>
> Best
>
> Urmi
> *
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
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