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From | Maarten Buis <maartenlbuis@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: MIXLOGIT: marginal effects |
Date | Mon, 6 Feb 2012 14:29:35 +0100 |
On Mon, Feb 6, 2012 at 1:57 PM, Davide Castellani wrote: > I am new to the mixlogit program. I was wondering how to work out marginal > effects ( and SEs of MEs). -mixlogit- is a user writen program, so per the Statalist FAQ (url at the bottom of every post on Statalist) you must say where you got it from. I will assume that you got it from the SSC archive, i.e. you used -ssc install mixlogit- to install -mixlogit-. It seems that -mixlogit- does not contain a standard predict function, so that means you cannot use any of the standard methods like -margins- or -mfx-. Since you did not say which version of Stata you are using, we will have to asume (again per the Statalist FAQ) that it is Stata 12. In that case you can just use the official -xtmelogit- command. This will allow you to use -margins- to get marginal effects at the average values (or other typical values) of the explanatory variables. However, many people seem to want average marginal effects, which is not the same. This is much harder to obtain. In general, I would just interpret the odds ratios. I do not understand why people go through a lot of trouble fitting a non-linear model and than undoing all that effort by only reporting marginal effects, which in effect reduces your non-linear model to a linear model. If you wanted a linear model, than why not fit a linear model? If you think a linear model is unacceptable in your case or in general, than so are marginal effects. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/