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From |
nagi kayo <[email protected]> |

To |
statalist質問用 <[email protected]> |

Subject |
RE: st: MIXLPRED: marginal effects after-MIXLOGIT- |

Date |
Sun, 4 Mar 2012 10:30:22 +0900 |

Dear Arne Thank you very much for noticing the mistake on my stata code and for your valuable advice. I corrected my code as you advised and finally got suitable marginal effects!!! I sincerely appreciate your kindness and help. with best wishes, Kayo ---------------------------------------- > Date: Fri, 2 Mar 2012 18:16:59 +0000 > Subject: Re: st: MIXLPRED: marginal effects after-MIXLOGIT- > From: [email protected] > To: [email protected] > > Dear Kayo, > > Thanks for the additional information. In your code, try to replace > the following lines > > quietly replace d1inc=d1inc+1 > quietly replace d2inc=d2inc+1 > quietly replace d3inc=d3inc+1 > quietly replace d4inc=d4inc+1 > > by > > quietly replace d1inc=d1inc+1 if alt==1 > quietly replace d2inc=d2inc+1 if alt==2 > quietly replace d3inc=d3inc+1 if alt==3 > quietly replace d4inc=d4inc+1 if alt==4 > > Arne > > 2012/3/2 nagi kayo <[email protected]>: > > Dear Arne (if I may) > > > > > > > > Thank you very much for your quick reply and for your question and advice. > > > > I am really sorry that I did not provide you with enough information on my application. > > > > > > > > first, please let me explain the data I used. > > > > although the number of "id" used in my estimation is about 10,000, > > > > the following is the data on the first two "id." > > > > > > > > id alt d d1 d2 d3 d1inc d2inc d3inc d4inc p > > > > 1 1 1 1 0 0 665 0 0 0 0.214 > > > > 1 2 0 0 1 0 0 665 0 0 0.186 > > > > 1 3 0 0 0 1 0 0 665 0 0.381 > > > > 1 4 0 0 0 0 0 0 0 665 0.219 > > > > 2 1 0 1 0 0 779 0 0 0 0.553 > > > > 2 2 1 0 1 0 0 779 0 0 0.301 > > > > 2 3 0 0 0 1 0 0 779 0 0.107 > > > > 2 4 0 0 0 0 0 0 0 779 0.039 > > > > > > > > id: households > > > > alt: 1=households are worried about their retirement life > > > > because the pension benefit is NOT enough. > > > > 2=households are worried about their retirement life > > > > for some reasons other than pension. > > > > 3=households are NOT worried about their retirement life > > > > because the pension benefit is enough. > > > > 4=households are NOT worried about their retirement life > > > > for some reasons other than pension. > > > > d: dummy which equals one if households choose "alt" in the ! sa me row. > > > > (id 1 chose alt 1, and id 2 chose alt 2.) > > > > d1-d3: intercepts > > > > d1inc-d4inc: real households income (units of 10,000yen) > > > > Mean=531 > > > > Std.Dev.=413.4245 > > > > Min.=0 > > > > Max.=6079.027 > > > > p: an alternative specific variable > > > > > > > > using the above data, i did the estimation as follows: > > > > > > > > ************************************************ > > > > mixlogit d d1 d2 d3 d1inc d2inc d3inc, group(id) rand(p) > > mixlpred pred_base > > > > preserve > > quietly replace d1inc=d1inc+1 > > quietly replace d2inc=d2inc+1 > > quietly replace d3inc=d3inc+1 > > quietly replace d4inc=d4inc+1 > > mixlpred pred_inc1 > > gen dif_inc1=pred_inc1-pred_base > > > > sum dif_inc1 if alt==1 > > > > sum dif_inc1 if alt==2 > > sum dif_inc1 if alt==3 > > sum dif_inc1 if alt==4 > > > > restore > > ************************************************ > > > > > > the results are > > > > mean of dif_inc1 is -2.11e-12 if alt==1 > > > > mean of d! if _inc1 is -1.05e-12 if alt==2 > > > > mean of dif_inc1 is 1.87e-12 if alt==3 > > > > mean of dif_inc1 is 1.29e-12 if alt==4 > > > > > > > > i think these marginal effects are too small... > > > > > > > > so as you kindly advised me, i saw Richard Williams's reply to your earlier post > > > > on calculating marginal effects after -mixlogit- and increased by 0.001 and divided > > > > the difference by 0.001. > > > > > > > > ************************************************ > > > > mixlogit d d1 d2 d3 d1inc d2inc d3inc, group(id) rand(p) > > > > mixlpred pred_base > > > > preserve > > quietly replace d1inc=d1inc+0.001 > > quietly replace d2inc=d2inc+0.001 > > quietly replace d3inc=d3inc+0.001 > > quietly replace d4inc=d4inc+0.001 > > mixlpred pred_inc2 > > gen dif_inc2=(pred_inc2-pred_base)/0.001 > > > > sum dif_inc2 if alt==1 > > > > sum dif_inc2 if alt==2 > > sum dif_inc2 if alt==3 > > sum dif_inc2 if alt==4 > > > > restore > > > > *********************************************! ** * > > > > > > the results are > > > > mean of dif_inc1 7.83e-7 if alt==1 > > > > mean of dif_inc1 3.85e-7 if alt==2 > > > > mean of dif_inc1 -6.64e-7 if alt==3 > > > > mean of dif_inc1 -5.04e-7 if alt==4 > > > > > > I think these marginal effects are still too small. > > > > > > > > finally, I increased the Std.Dev. of the regressor divided by 1,000 > > > > and divided the difference by the Std.Dev. of the regressor divided by 1,000. > > > > > > > > ************************************************ > > > > mixlogit d d1 d2 d3 d1inc d2inc d3inc, group(id) rand(p) > > > > mixlpred pred_base > > > > preserve > > quietly replace d1inc=d1inc+0.4134245 > > quietly replace d2inc=d2inc+0.4134245 > > quietly replace d3inc=d3inc+0.4134245 > > quietly replace d4inc=d4inc+0.4134245 > > mixlpred pred_inc3 > > gen dif_inc3=(pred_inc3-pred_base)/0.4134245 > > > > sum dif_inc3 if alt==1 > > > > sum dif_inc3 if alt==2 > > sum dif_inc3 if alt==3 > > sum dif_inc3 if alt==4 > > > > restore > > ! > > ************************************************ > > > > > > > > the results are > > > > mean of dif_inc1 -2.70e-9 if alt==1 > > > > mean of dif_inc1 -1.42e-9 if alt==2 > > > > mean of dif_inc1 2.24e-9 if alt==3 > > > > mean of dif_inc1 1.89e-9 if alt==4 > > > > > > > > still, the marginal effects are so small. > > > > > > > > actually, i also controlled the other variables like age and wealth > > > > and calculated the marginal effects like above, > > > > but their marginal effects are too small, too. > > > > so I am wondering if there is something wrong with my calculation. > > > > > > > > I greatly appreciate it if you would advise me again. > > > > > > > > with best wishes, > > > > Kayo > > > > > > > > > > > > > > > > ---------------------------------------- > Date: Wed, 29 Feb 2012 11:01:57 +0000 > Subject: Re: st: MIXLPRED: marginal effects after-MIXLOGIT- > From: [email protected] > To: [email protected] > > Dear Kayo, > > It's difficult to help witho! ut knowing more about your application. > Most importantly: what is the unit of measurement of the income > variable? If income is measured in dollars or euros (or yen), for > example, you would expect the marginal effect of a one unit increase > in income to be small. See Richard Williams' reply to my earlier post > on calculating marginal effects after -mixlogit-. > > Arne > > 2012/2/29 nagi kayo <[email protected]>: > > Dear Professor Arne Risa Hole and all > > > > > > > > I read the thread Professor Hole kindly wrote on "Mon, 6 Feb. 2012 13:18:34" about calculating marginal effects after -mixlogit- and tried to calculate marginal effects using the following commands. in my estimation model, the number of alternativ! > es > > is four, and "inc" is a demographic variable, and "price" is an alternative specific variable. > > > > > > > > mixlogit d d1inc d2inc d3inc, group(id) rand(price) > > mixlpred pred_base > > > > replace d1inc=d1inc+1 > > replace d2inc=d2inc+1 > > ! re place d3inc=d3inc+1 > > replace d4inc=d4inc+1 > > mixlpred pred_inc > > > > > > however, unexpectedly, "pred_inc" is quite similar to "pred_base," and thus the difference between the two is almost zero, which means that the marginal effect of income is almost zero. > > > > although i also tried the other explanatory variables, the results are not changed (in all cases, marginal effects are almost zero). > > > > is my calculation of predicted probabilities wrong? > > > > > > > > i greatly appreciate it if you would give me your advice. > > > > > > > > with best wishes, > > > > Kayo > > > > > > * > > * For searches and help try: > > * http://www.stata.com/help.cgi?search > > * http://www.stata.com/support/statalist/faq > > * http:! > //! > > ww > > w.ats.ucla.edu/stat/stata/ > > * > * 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/ > > * > > * 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/ > > * > * 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/ * * 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/

**References**:**RE: st: MIXLPRED: marginal effects after-MIXLOGIT-***From:*nagi kayo <[email protected]>

**Re: st: MIXLPRED: marginal effects after-MIXLOGIT-***From:*Arne Risa Hole <[email protected]>

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