Hmmmm, are you *sure*, Scott? As I understand it, -listcoef- doesn't work
with -xtlogit- (or -xtprobit-, for that matter: I checked the other day).
I'll be delighted if I'm wrong, but...
...by the way, thanks a lot for -margin-. You're right: once the
regression is run, it really *does* run much more more quickly than -mfx
compute- (and then some!). I wish I knew about that program much earlier.
I do share Nick Varian's concerns about insignificant marginal effects as
against *significant* regression coefficients. In running -margin- after
one model (which contained 16 significant regressors; pseudo-R^2: 0.444),
not one of them had significant marginal effects. That does seem very
strange!
C.
> ----- Original Message -----
> From: "Nick Varian" <[email protected]>
> To: <[email protected]>
> Sent: Friday, November 14, 2003 5:51 AM
> Subject: Re: st: beginnerXs ask about Xtlogit probabilities
>
>
>> Scott,
>> thanks for your help. Could you help me once more? I
>> am a lit bite confused, because using xtlogit i got
>> some p-value that means that may parameter is
>> significant different from zero. After calculing mfx
>> compute, they all turn to insignificant. What does its
>> means? In which one should I believe?
>>
>>
>
> I can't really help you with that, however you may find reporting the
> percentage
> change in odds rather than the marginal effects to be insightful.
> -listcoef-
> will conveniently provide you with the odds ratio and the percentage
> change in
> odds.
>
> For example:
>
> . webuse union
> (NLS Women 14-24 in 1968)
>
> . xtlogit union age grade south year, i(id) fe nolog
> note: multiple positive outcomes within groups encountered.
> note: 2744 groups (14165 obs) dropped due to all positive or
> all negative outcomes.
>
> Conditional fixed-effects logistic regression Number of obs =
> 12035
> Group variable (i): idcode Number of groups =
> 1690
>
> Obs per group: min =
> 2
> avg =
> 7.1
> max =
> 12
>
> LR chi2(4) =
> 68.46
> Log likelihood = -4515.9536 Prob > chi2 =
> 0.0000
>
> ------------------------------------------------------------------------------
> union | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+----------------------------------------------------------------
> age | .0758677 .0960711 0.79 0.430 -.1124282
> .2641637
> grade | .0857237 .0418685 2.05 0.041 .0036629
> .1677845
> south | -.7469976 .1249048 -5.98 0.000 -.9918065
> -.5021887
> year | -.059335 .0967972 -0.61 0.540 -.249054
> .1303839
> ------------------------------------------------------------------------------
>
> . mfx compute, predict(pu0)
>
> Marginal effects after clogit
> y = Pr(union|fixed effect is 0) (predict, pu0)
> = .16861097
> ------------------------------------------------------------------------------
> variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ]
> X
> ---------+--------------------------------------------------------------------
> age | .0106352 .02044 0.52 0.603 -.029435 .050705
> 30.538
> grade | .0120169 .03911 0.31 0.759 -.064646 .088679
> 12.7934
> south*| -.099099 .32063 -0.31 0.757 -.727525 .529327
> .381388
> year | -.0083177 .01301 -0.64 0.522 -.033809 .017174
> 79.6184
> ------------------------------------------------------------------------------
> (*) dy/dx is for discrete change of dummy variable from to 1
>
> . listcoef, p
>
> clogit (N=12035): Percentage Change in Odds
>
> Odds of: 1 vs 0
>
> --------------------------------------------------
> union | b z P>|z| %
> -------------+------------------------------------
> age | 0.07587 0.790 0.430 7.9
> grade | 0.08572 2.047 0.041 9.0
> south | -0.74700 -5.981 0.000 -52.6
> year | -0.05934 -0.613 0.540 -5.8
> --------------------------------------------------
>
> With this, the interpretation is
> For each additional grade the odds of being in a union increase by 9%
> holding all other variables constant.
>
> or,
> Working in the south reduces the odds of being in a union by 53%
>
> 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/
