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Re: st: margeff after mlogit


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: margeff after mlogit
Date   Thu, 12 Dec 2013 12:44:05 -0500

A few other thoughts:

I am surprised it won't run with only a 1000 cases and one variable. That makes me wonder if there is something weird about the data or the model, e.g. does one category only have 3 cases? But, if it is a problem with margeff, maybe switching to margins will fix it.

Consider (at least for exploratory purposes) estimating the marginal effects at the means (MEMs) rather than the AMEs. This should be far less computationally intensive. If problems persist, that again makes me wonder about the data or model.

One of the nice things about margeff is that a single command will generate all the marginal effects. With margins, you have to have a separate command for each outcome, e.g. if y has 4 categories you need to do something like

mlogit y i.x1 i.x2
margins, dydx(*) predict(outcome(#1))
margins, dydx(*) predict(outcome(#2))
margins, dydx(*) predict(outcome(#3))
margins, dydx(*) predict(outcome(#4))

Having margins do all the outcomes at once after things like mlogit and ologit is on my ongoing wish list for each new version of stata.


At 09:54 AM 12/12/2013, Maarten Buis wrote:
With Stata 12 you can use the official -margins- command instead of
the user-written -margeff- command to get the average marginal
effects. You would have to use factor variables instead of manually
creating the indicator variables; see -help fvvarlist-.

Hope this helps,
Maarten


On Thu, Dec 12, 2013 at 3:11 PM, LIECHTI Lena <lena.liechti@unifr.ch> wrote:
> Dear STATA-List ;I am trying to compute average marginal effects via margeff command (example: margeff, dummies(educ_* child* age* zivl* lang* pop*) replace) after a multinomial logistic regression. Stata (SE 12.1) seems to compute something but even after several days, the process is still going on.;I have a huge data set (around 700´000 observations). The dependent variable has three possible outcomes and I include 18 independent variables. But a trial with a much smaller data set (1´000 observations) and only one independent variable also takes ages without providing any results.;Does anybody know, why this happens and how to overcome this problem?;Thanks and best regards;Lena
>
>
>
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--
---------------------------------
Maarten L. Buis
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http://www.maartenbuis.nl
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Richard Williams, Notre Dame Dept of Sociology
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