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Re: st: how to use mfx with xtlogit


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: how to use mfx with xtlogit
Date   Sat, 10 Jul 2004 05:10:56 +0100 (BST)

Gang Peng wrote:

> Could anybody tell me how to use mfx together with xtlogit?
>
> I use mfx computer after xtlogit, but it doesn't work.

Using -mfx- after running a regression with -xtlogit- _does_ work, but it
normally takes far too long if your original model contains a large number
of observations; and I speak from bitter experience. A quicker alternative
is to use Tamas Bartus' -margin-, downloadable from SSC.

Note, however, that -margin- calculates the _average_ marginal effects
across all observations, and _not_ the marginal effect at the mean of
independent variables, which, by default, -mfx- calculates. It's your call
as to which of these is preferable to you.

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps
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