Scott,
Excellent stuff! First, I get -net install- (finally) working, now this!
I should have seen -mfx- in [U] 23.13, but didn't!! Thanks very much! :-)
C.
> ----- Original Message -----
> From: "Clive Nicholas" <[email protected]>
> To: <[email protected]>
> Sent: Wednesday, November 12, 2003 5:14 PM
> Subject: Re: st: beginnerXs ask about Xtlogit probabilities
>
>
>> I echo this query for -xtprobit- and -xtgee-, but I daresay that such
>> neat
>> commands do not yet exist in Stata 8 as they do for -logit-, -probit-,
>> etc. I sincerely hope I'm wrong, because I wouldn't mind using such
>> conversions myself at present!! :-)
>>
>> C.
>>
>> > Hi all Stata users,
>> > as I said in the subject, I am still learnig how to
>> > use stata. I�m using Xtlogit, fixed effects for
>> > estimating panel data, and I don�t know how to replace
>> > the betas for it�s marginal probabilities. Is there
>> > any command like dprobit for panel data�s logit?
>> >
>> > Thanks
>> >
>> > best regards,
>> > Nick
>> >
>
>
> -mfx compute- will work after -xtlogit, fe- with the predict(pu0) option.
>
> The pu0 comes from -clogit- which also estimates conditional fixed-effects
> logit
> models.
>
> For example:
>
> . webuse union
> (NLS Women 14-24 in 1968)
>
> . qui xtlogit union age grade south, fe i(id)
>
> . mfx compute, predict(pu0)
>
> Marginal effects after clogit
> y = Pr(union|fixed effect is 0) (predict, pu0)
> = .79024722
> ------------------------------------------------------------------------------
> variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ]
> X
> ---------+--------------------------------------------------------------------
> age | .0028229 .00116 2.44 0.015 .000555 .005091
> 30.538
> grade | .0141407 .00312 4.53 0.000 .008019 .020262
> 12.7934
> south*| -.1301144 .04335 -3.00 0.003 -.215084 -.045145
> .381388
> ------------------------------------------------------------------------------
> (*) dy/dx is for discrete change of dummy variable from to 1
>
>
>
> -mfx compute- will also work after -xtprobit- and -xtgee-.
>
>
> Hope this helps,
> Scott
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Yours,
CLIVE NICHOLAS,
Politics Building,
School of Geography, Politics and Sociology,
University of Newcastle-upon-Tyne,
Newcastle-upon-Tyne,
NE1 7RU,
United Kingdom.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/