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From |
"Korcan Kavusan" <[email protected]> |

To |
<[email protected]> |

Subject |
Re: st: Referring to coefficients after mlogit |

Date |
Mon, 15 Oct 2012 11:24:25 +0200 |

Hello all, I am estimating a multinomial logit model with 3 possible outcomes (0, 1 , 2). 0 is the base outcome. Mlogit gives two sets of results, one comparing 0 and 1 and the other 0 and 2. So each independent variable has 2 coefficients, one for each comparison. I have a difficulty in correctly referring to these coefficients after the estimation. Specifically, Bowen (2010) suggests the code below to compute the value and significance of a moderating effect for each observation. The code is written for logit estimation. I want to adapt it to my mlogit model and do these computations for my two sets of results, but cannot figure out how tell the code to use the coefficient from the result set that compares 0 and 1 (and then separately from 0-2 comparison later). It is probably a small technical issue but for me now a real headache. I greatly appreciate any clue. The original code for the logit model: * Estimate logit model for binary dependent variable `dismissed' logit dismissed X1 X2 X12 predict phat * Define values used in computing moderating effects local xb _b[X1]*X1+_b[X2]*X2+_b[X12]*X12+_b[_cons] local xb0 _b[X1]*X1+_b[X2]*X2+_b[_cons] local phat (exp(`xb')/(1+exp(`xb'))) local phat0 (exp(`xb0')/(1+exp(`xb0'))) gen phat0 = (exp(`xb0')/(1+exp(`xb0'))) label var phat0 "Predicted probability (model excludes interaction variable)" local coef1 (_b[X1]+_b[X12]*X2) local coef2 (_b[X2]+_b[X12]*X1) * compute value of each moderating effect at each observation predictnl total=`phat'*(1-`phat')*(_b[X12]+(1-2*`phat')*`coef1'*`coef2'), se(se_total) predictnl structural = `phat0'*(1-`phat0')*((1-2*`phat0')*_b[X1]*_b[X2]), se(se_structural) predictnl secondary = `phat'*(1-`phat')*(_b[X12]+(1-2*`phat')*`coef1'*`coef2') /// -`phat0'*(1-`phat0')*(1-2*`phat0')*_b[X1]*_b[X2], se(se_secondary) label var total "Total Moderating Effect" label var secondary "Secondary Moderating Effect" label var structural "Structural Moderating Effect" References: Bowen, H. P. 2010. Testing Moderating Hypotheses in Limited Dependent Variable and Other Nonlinear Models: Secondary Versus Total Interactions. Journal of Management. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Referring to coefficients after mlogit***From:*Maarten Buis <[email protected]>

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