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# Re: st: Outreg for asclogit

 From John Luke Gallup To statalist@hsphsun2.harvard.edu Subject Re: st: Outreg for asclogit Date Thu, 4 Oct 2012 02:29:27 -0700

```Wameq,

A more flexible solution to the problem of getting the marginal effects for -asclogit- is to move the estimates from -estat mfx-, which is the idiosyncratic command to create the marginal effects, into the r() matrices in which they are placed by -margins-, the command that calculates marginal effects for almost all other estimation commands.  Then one can use -outreg- directly to put marginal effects in a formatted table, with access to all of -outreg-'s options.

There are a couple of hoops: only rclass programs can place values in r() matrices and the marginal effects from -estat mfx- must be reorganized.

The following code does the trick:

webuse choice, clear
qui asclogit choice dealer, case(id) alternatives(car) casevars(sex income)
qui estat mfx, at(sex=0 dealer=1)

capture program drop Fill_rbV
program Fill_rbV, rclass
args b V
return matrix b = `b'
return matrix V = `V'
return local cmd "margins"
end

local k = e(k_alt)
forvalues i = 1/`k' {
tempname b`i' V`i'
mat `b`i'' = r(`e(alt`i')')
mat `V`i'' = diag(`b`i''[.,2..2])
mat `V`i'' = `V`i'' * `V`i''
mat `b`i'' = `b`i''[.,1..1]'
}

outreg, clear
forvalues i = 1/`k' {
Fill_rbV `b`i'' `V`i''
outreg, margin merge ctitle("", "", "`e(alt`i')'") nodisplay
}
outreg using ascmfx, replay replace

The table looks like this:

-------------------------------------------------
American   Japan   Europe
-------------------------------------------------
dealer    American    0.017    -0.012   -0.004
(2.29)*   (2.34)*  (1.66)
Japan       -0.012    0.017   -0.004
(2.34)*   (1.83)   (1.03)
Europe      -0.004   -0.004   0.009
(1.66)   (1.03)   (1.30)
casevars  sex*        0.026    -0.161   0.135
(0.38)   (2.03)*  (1.76)
income      -0.008    0.006   0.002
(2.95)**  (1.96)   (1.14)
N                      885       885     885
-------------------------------------------------

John

On Oct 2, 2012, at 9:39 PM, John Luke Gallup <jlgallup@pdx.edu> wrote:

> Wameq,
>
> -outreg- (and probably -outreg2- and -estout-) don't handle marginal effects after -asclogit- because the results are saved in a very non-standard format.
>
> -estat mfx-, which is only for use after -asclogit- saves the marginal effects in r() matrices named after the logit categories.
>
> Things you can't do in -outreg- you can still do with a bit of work with -frmttable-, which is the formatting engine distributed with -outreg-.
>
> The following code creates an -outreg- compatible table (which can be merged, etc.) showing the marginal effects with t-statistics below them and asterisks for significance.
>
> First I calculate the marginal effects:
>
> webuse choice, clear
> asclogit choice dealer, case(id) alternatives(car) casevars(sex income)
> estat mfx, at(sex=0 dealer=1)
>
> Then I create a Stata matrix holding the marginal effects and t-stats (`b') and an indicator matrix for where the stars go (`stars', using the mata command).  These are passed to -frmttable- to create a Word table (or TeX table) with the results.
>
> tempname b stars
> loc ctitl `""","""'
> forvalues i = 1/`e(k_alt)' {
> 	tempname b`i'
> 	mat `b`i'' = r(`e(alt`i')')
> 	mat `b' = (nullmat(`b'), `b`i''[.,1..1], `b`i''[.,3..3])
> 	mat `stars' = (nullmat(`stars'), `b`i''[.,4..4])
> 	loc ctitl `"`ctitl' ,`e(alt`i')'"'
> }
> mata: st_matrix("`stars'", (abs(st_matrix("`stars'")):<0.05) + ///
> 	(abs(st_matrix("`stars'")):<0.01))
> frmttable using ascmfx, statmat(`b') substat(1)	///
> 	annotate(`stars') asymbol("*","**") ctitle(`ctitl') ///
> 	replace note("* p<0.05; ** p<0.01")
>
> You could adapt this to report standard errors, p-values, or change the stars, etc. if you want.
> Here's the table:
>
>                                        ---------------------------------------------------
>                                                              American   Japan    Europe
>                                        ---------------------------------------------------
>                                         dealer    American     0.02*     -0.01    -0.00
>                                                               (2.29)*   (-2.34)  (-1.66)
>                                                   Japan       -0.01*     0.02     -0.00
>                                                               (-2.34)   (1.83)   (-1.03)
>                                                   Europe       -0.00     -0.00    0.01
>                                                               (-1.66)   (-1.03)  (1.30)
>                                         casevars  sex*         0.03      -0.16    0.13
>                                                               (0.38)*   (-2.03)  (1.76)
>                                                   income      -0.01**    0.01     0.00
>                                                               (-2.95)   (1.96)   (1.14)
>                                        ---------------------------------------------------
>                                                        * p<0.05; ** p<0.01
>
>
> John
>
>
> On Oct 2, 2012, at 1:38 PM, Wameq Raza <wameq.r@gmail.com> wrote:
>
>> Hi everyone,
>> I was wondering if anyone could kindly tell me if there's a way to get
>> the marginal effects of a asclogit model that I'm running
>> into a table using outreg.
>> More specifically, I'm generating the marginal effects using: estat
>> mfx, var (variables); i'm doing this for both alt specific and
>> case specific vars.
>> Any help would be much appreciated!
>> Best
>> Wameq
>>
>> --
>> W A M E Q   R A Z A
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>

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```