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| From | Jeremy Franklin <jfrankli@ulb.ac.be> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | re:Re: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP |
| Date | Thu, 26 Jul 2012 23:12:05 +0200 |
Hi Justina and thank you for considering my problem; This model is one of the 3 i will use in my master degree thesis, in the two robustness test model, i do use continuous variables for income for example. Could you please shed light for me on why having only binary variables as independents is not a good idea ? Kind regards; Jeremy >Hi Jeremy, > >having only binary variables as independents is not a good idea in non-linear models. > >I suggest that you model age as continuous variable, maybe in a quadratic or cubic form. > >Best > >Justina >-------- Original-Nachricht -------- >> Datum: Thu, 26 Jul 2012 13:56:21 -0700 >> Von: "William Buchanan" <william@williambuchanan.net> >> An: statalist@hsphsun2.harvard.edu >> Betreff: st: RE: update - trouble with computing marginal effects after a Logit or an Ordered Logit model - Please HELP > >> Hi Jeremy, >> >> Since you're using Stata 11, I would first suggest reading [U]11.4.3 >> Factor >> Variables. You can simplify your syntax quite a bit just by looking there >> and learning how to use factor variables. Then your syntax might look >> like: >> >> logit mfirstchoice i.mstudy mhomme mchiefwageearner i.mage i.mintpol >> i.mpol >> i.mincome i.s003##i.s002, vce(cluster s003) >> >> One of the issues that I think you're having might be the result of >> multicollinearity, since it seems like you're including all of the >> possible >> categories of some factors in the model. Using factor variable notation >> can >> help you to reduce that happening quite a bit, since Stata will >> automatically exclude a reference group. >> >> Once you fit your model (like the one above), then you can use the >> -margins- >> command which is part of official Stata (see [R] margins for details about >> the syntax or type -help margins-). There are multiple options available >> and the command is very flexible. Also, you should include the results >> that >> you're getting from Stata. This article from one of the StataJournal >> Associate Editors >> (http://www.maartenbuis.nl/publications/interactions.pdf) >> might be helpful to look at. >> >> HTH, >> Billy >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Jeremy Franklin >> Sent: Thursday, July 26, 2012 1:33 PM >> To: statalist@hsphsun2.harvard.edu >> Subject: st: update - trouble with computing marginal effects after a >> Logit >> or an Ordered Logit model - Please HELP >> >> Dear all, >> >> Here is my little trouble regarding assessing marginal effects after >> running >> a logit model on STATA 11: >> >> First, please not that I am a beginner with STATA and what follows might >> sound ridiculous >> >> For my master degree thesis I decided to test for the role of education >> level in assessing the importance of fighting inflation. >> >> Here is my final regression formula: >> >> xi: logit mfirstchoice mstudymid mstudyhigh mhomme mchiefwageearner >> mage28_37 mage38_47 mage48_57 mage58 mintpollow mintpolmid mintpolhigher >> mpolleft mpolright mincomemid mincomehigh i.s003 i.s002 i.s003*i.s002, >> vce(cluster s003) >> >> Note that: >> - all these variables are binaries >> - i.s003 controls for the country effects >> - i.s002 controls for the wave (time) effects >> - i.s003*i.s002 controls for the country-wave effects >> - vce(cluster s003) characterizes the error term >> >> I have the results but my thesis coordinator told me that the coefficients >> of logit regressions cannot be interpreted like coefficients of a linear >> regression. Therefore, he suggested me to check for the marginal effects >> at >> the median. The purpose of this last procedure (if I remember well) is to >> see the marginal effects of one individual having a higher level of >> education relative to lower or middle education level. >> >> I googled everything, I read the mfx and the margins search page on stata >> about hundred times, I tried hundreds of formulas, both with mfx and >> margins >> but i still cannot find the correct one in order to interpret my results. >> >> Can ANYONE help me please? It is very important >> >> ps: a robustness test included in my thesis uses the following formula >> (this >> time with ologit as far as the dependent variable takes multiple ordered >> outcomes): >> >> xi: ologit minflation mstudymid mstudyhigh mhomme mchiefwageearner >> mage28_37 >> mage38_47 mage48_57 mage58 mintpollow mintpolmid mintpolhigher mpolleft >> mpolright x047 i.s003 i.s002 i.s003*i.s002, vce(cluster s003) >> >> So if it is easier to check for the marginal effects with a ordered logit >> please let me know. >> >> Kind regards; >> >> Franklin Jeremy >> >> * >> * 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/ > >-- >Justina AV Fischer, PhD >COFIT Fellow >World Trade Institute >University of Bern > >homepage: http://www.justinaavfischer.de/ >e-mail: javfischer@gmx.de. justina.fischer@wti.org >papers: http://ideas.repec.org/e/pfi55.html > > >* >* 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/