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From |
Nahla Betelmal <nahlaib@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 31 Oct 2013 16:51:46 +0000 |

Hi, thanks for your reply Alfonso. It is the nature of logistic fixed effect not to report the constant. It does not report a constant because it uses conditional ML to estimate the model, and the method “conditions” the constant out of the likelihood function. Implicitly there is a constant, but it’s just not estimated or reported. the command I used is clogit Y i.DV i.DV#c.IVA i.DV#c.IVB i.DV#c.IVC, group (i.fyear) or which will be the same as if I used xtlogit, fe or So we can not do anything to get the constant reported in the regression, I was wondering if there is a way to get around that. Maybe just plot the slops by specifying an expression of estimated parameters that excludes or unifies the constant. I do not know really how to do it , and I do hope that one of the members give insight into this issue. Many thanks again Nahla On 31 October 2013 16:15, Alfonso Sánchez-Peñalver <alfonso.statalist@gmail.com> wrote: > 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 >> * >> * 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/ > > > * > * 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/ * * 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: problem with Margin command and interaction graph in fixed effect logistic regression***From:*Alfonso Sánchez-Peñalver <alfonso.statalist@gmail.com>

**References**:**st: problem with Margin command and interaction graph in fixed effect logistic regression***From:*Nahla Betelmal <nahlaib@gmail.com>

**Re: st: problem with Margin command and interaction graph in fixed effect logistic regression***From:*Alfonso Sánchez-Peñalver <alfonso.statalist@gmail.com>

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