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st: Re: marginal effect in random effect logit model


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: Re: marginal effect in random effect logit model
Date   Mon, 22 Mar 2004 17:36:57 -0600

-mfx- uses the default predict option when calculating the marginal effects.
For -xtlogit, re- the default is fitted values, xb.  I suspect you want -mfx,
predict(pu0)- where pu0 is the  predicted probability, Pr(depvar=1 assuming
u_i=0).


Scott

----- Original Message ----- 
From: "Pallab Mozumder" <[email protected]>
To: <[email protected]>
Sent: Monday, March 22, 2004 12:00 PM
Subject: st: marginal effect in random effect logit model


> Hi Listers,
> I am running a simple random effect logit model with 3 independent variable
> [2 of them are dummy variables (with 0 and 1) and the other one is
> continuous variable]. When I try to compute the marginal effets at the mean
> level (with "mfx compute"), i get the same value of (dy/dx), st. error and
> significance level as I got for the coefficients of the original random
> effect model. It looks a little odd to me. Can anybody tell me what's wrong
> I am doing and how to do it correctly.
>
> Thank you in advance.
>
> chanchal
>

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