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Re: st: problem with Margin command and interaction graph in fixed effect logistic regression


From   Alfonso Sánchez-Peñalver <alfonso.statalist@gmail.com>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   Re: st: problem with Margin command and interaction graph in fixed effect logistic regression
Date   Thu, 31 Oct 2013 12:15:03 -0400

Hi Nahla,

I believe you are right in thinking that margins is not reporting the margins because you are estimating the model without a constant. I tried the following simple example:

------------------ begin code -----------------------
sysuse cancer.dta, clear
logit died i.drug##c.age studytime, noconst
margins drug, at(studytime=(10(5)30))
------------------- end code -----------------------

I get the following results:

Predictive margins	Number	of obs   =	48
Model VCE    : OIM

Expression   : Pr(died), predict()

1._at        : studytime       =          10

2._at        : studytime       =          15

3._at        : studytime       =          20

4._at        : studytime       =          25

5._at        : studytime       =          30

			
Delta-method
Margin   Std. Err.      z	P>z	[95% Conf.	Interval]
			
_at#drug 
1 1            .  (not estimable)
1 2            .  (not estimable)
1 3            .  (not estimable)
2 1            .  (not estimable)
2 2            .  (not estimable)
2 3            .  (not estimable)
3 1            .  (not estimable)
3 2            .  (not estimable)
3 3            .  (not estimable)
4 1            .  (not estimable)
4 2            .  (not estimable)
4 3            .  (not estimable)
5 1            .  (not estimable)
5 2            .  (not estimable)
5 3            .  (not estimable)
			
I then do the -logit- estimtion without the -nonconst- option, and run the same -margins- command and get:


Predictive margins                                Number of obs   =         48
Model VCE    : OIM

Expression   : Pr(died), predict()

1._at        : studytime       =          10

2._at        : studytime       =          15

3._at        : studytime       =          20

4._at        : studytime       =          25

5._at        : studytime       =          30

------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    _at#drug |
        1 1  |   .9465649   .0518676    18.25   0.000     .8449063    1.048224
        1 2  |   .4488331    .149976     2.99   0.003     .1548854    .7427807
        1 3  |   .6152748    .182977     3.36   0.001     .2566464    .9739032
        2 1  |   .9333187   .0662422    14.09   0.000     .8034864    1.063151
        2 2  |   .3948395   .1327874     2.97   0.003     .1345811    .6550979
        2 3  |   .5688943   .1510893     3.77   0.000     .2727648    .8650238
        3 1  |   .9171489   .0877723    10.45   0.000     .7451183    1.089179
        3 2  |   .3431901   .1379768     2.49   0.013     .0727605    .6136197
        3 3  |   .5217416   .1263294     4.13   0.000     .2741405    .7693427
        4 1  |   .8975889   .1181116     7.60   0.000     .6660946    1.129083
        4 2  |   .2948301   .1565933     1.88   0.060    -.0120872    .6017474
        4 3  |   .4745012   .1173863     4.04   0.000     .2444282    .7045742
        5 1  |   .8741791   .1585532     5.51   0.000     .5634206    1.184938
        5 2  |   .2504701    .177148     1.41   0.157    -.0967337    .5976738
        5 3  |   .4278449   .1277973     3.35   0.001     .1773668    .6783231
------------------------------------------------------------------------------

So clearly, the noconst is the issue here. You have not explained which command you are using for your fixed effects logistic estimation, so I am not sure why it is running the estimation without a constant. Could you be a little more specific about the command you are using?

Best,

Alfonso

On Oct 31, 2013, at 10:29 AM, Nahla Betelmal <nahlaib@gmail.com> wrote:

> Dear Statalist members,
> 
> I am facing difficulty in getting the margins and plotting the
> interaction graph in a fixed-effect logistic regression. I believe
> this is due to the fact that fixed effect logistic regression does not
> report an intercept. I wonder if there is a way to get around this to
> produce the graph.
> 
> In the regression there is three interactions ( Dummy variable with
> Continuous variable in each interaction)
> 
> 
> Conditional (fixed-effects) logistic regression   Number of obs   =       9941
> 
>           Wald chi2(34)   =     681.92
> 
>         Prob > chi2     =     0.0000
> Log pseudolikelihood = -3651.0306                               Pseudo
> R2       =     0.1458
> 
>                                              (Std. Err. adjusted for
> 1220 clusters in firm)
> ---------------------------------------------------------------------------------------------
>                            |               Robust
>                         To |      Coef.   Std. Err.      z    P>|z|
>  [95% Conf. Interval]
> ----------------------------+----------------------------------------------------------------
>                   1.DV |   .1529853   .1576329     0.97   0.332
> -.1559694    .4619401
>                            |
>            DVr#c.IVA |
>                         0  |   .1643871   .0829615     1.98   0.048
>  .0017855    .3269886
>                         1  |   .2475583    .091258     2.71   0.007
>   .068696    .4264206
>                            |
>            DV#c.IVB |
>                         0  |   .1423918   .1179659     1.21   0.227
>  -.088817    .3736007
>                         1  |   .4909195   .1660735     2.96   0.003
>  .1654214    .8164176
>                            |
>           DVr#c.IVC |
>                         0  |   .5103285    .104731     4.87   0.000
>  .3050596    .7155974
>                         1  |   .5350398   .1325409     4.04   0.000
>  .2752644    .7948152
> 
> 
> I tried to get each interaction alone first, but did not work
> 
> . margins DV, at( IVA=(-1.1(0.1)1.7))
> default predict option not appropriate with margins
> r(322);
> 
> 
> I tried all together
> 
> . margins OC_2year, at((mean) IVA (mean) IVB (mean) IVC)
> default predict option not appropriate with margins
> r(322);
> 
> 
> Many thanks in advance
> 
> Nahla Betelmal
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