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Re: AW: st: margeff after mlogit


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: AW: st: margeff after mlogit
Date   Thu, 12 Dec 2013 15:11:50 -0500

At 02:55 PM 12/12/2013, LIECHTI Lena wrote:
margins helps, thanks!

Do you know, if there is a possibility to estimate AMEs properly with the margins command if more than one dummy belong to the same variable (e.g. three levels of education)?
With the margeff command this would be the option "dummies()"

Use factor variable notation in the estimation command, e.g.

mlogit y i.educ

Do NOT create the dummies yourself.

For an overview of margins and Patric Royston's mcp command, see

http://www3.nd.edu/~rwilliam/xsoc73994/Margins01.pptx

http://www3.nd.edu/~rwilliam/xsoc73994/Margins03.pdf


________________________________________
Von: owner-statalist@hsphsun2.harvard.edu <owner-statalist@hsphsun2.harvard.edu> im Auftrag von Richard Williams <richardwilliams.ndu@gmail.com>
Gesendet: Donnerstag, 12. Dezember 2013 18:44
An: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
Betreff: Re: st: margeff after mlogit

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
> >
> >
> >
> > *
> > *   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/
>
>
>
>--
>---------------------------------
>Maarten L. Buis
>WZB
>Reichpietschufer 50
>10785 Berlin
>Germany
>
>http://www.maartenbuis.nl
>---------------------------------
>
>*
>*   For searches and help try:
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam


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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam


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