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st: xtlogit, margins


From   "Seliger Florian" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: xtlogit, margins
Date   Fri, 2 Nov 2012 17:15:10 +0000

Dear statalist,
 
my question is basically whether I can use 
margins, dydx(*) 
after xtlogit, re and xtlogit, fe in order to calculate average marginal effects, 
what margins, dydx(*) will tell me and whether there might be problems in the panel context (the mfx command understates marginal effects in this context, see Cameron, Trivedi, 2009, Microeconometrics using Stata, p.613). I have to say that I am always struggling with the margins command and I am still unsure what all the options do.
 
In addition, I have an interaction effect
(xtlogit depvar ind1 ind2 ind1Xind2 controls),
not using the factor variable language in order to use inteff.
 
I am not sure if inteff is outdated (meaning that margins can do the same, but I don't know how) and whether it is appropriate in this case.
 
Any help is appreciated. Thanks
 
 
Best,
Florian

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