Hi, May:
Thanks for the update. But the point is I need to know how to use it.
In logit, I run mfx after logit can get the marginal effect at the mean
value of the all predictors; how can I do this under xtlogit? Could you
help?
Thanks a lot.
Gang
----- Original Message -----
From: "May Boggess" <[email protected]>
To: <[email protected]>
Sent: Monday, July 12, 2004 6:29 AM
Subject: Re: st: how to use mfx with xtlogit
> On Friday, Gang Peng asked about using -mfx- after -xlogit-. He got the
> following error message:
>
> predict() expression unsuitable for marginal effect calculation
> r(119);
>
> and is not sure what it means.
>
> This message comes from the improvements made to -mfx- in the March 2004
> update. The following FAQ explains in detail what it means:
>
> http://www.stata.com/support/faqs/stat/mfx_unsuit.html
>
> But let me give you the short(er) answer here. Remember that -mfx- is
> calculating the partial derivatives of a function of the coefficients of
> the previous estimation. The user can control what function of the
> coefficients it is taking the derivative of by using the option
> -predict()- on -mfx. If you don't use that option at all, the default
> predict option of the preceding estimation is used.
>
> For many commands the default predict option is the linear predictor xb.
> Of course, its partial derivatives are just the coefficients of the
> model and, unsurprisingly, the standard errors are just the standard
> errors of the coefficients. So the output of -mfx- is exactly the same
> of the output of the estimation. The point I am making here is that what
> the default predict option is for a particular estimation command is not
> necessarily the most likely thing we want to use when using -mfx-.
>
> This is the case with -xtlogit, fe- (which is exactly the same
> estimation as -clogit-). The default is p, the probability of success
> given one success in the group (this is the same as predict option pc1
> after -clogit-). As discussed in detail in the FAQ, this function
> depends on more than just the coefficients and values of the covariates.
> It depends on the values of the covariates in some other observations
> and the number of observations in the group. This is dangerous territory
> for -mfx- which takes numerical derivatives based on a number of
> assumptions:
> 1) that the function depends only on coefficients and values of the
> covariates, meaning that is does not depend on, for example, the values
> of the covariates in other observations;
> 2) the covariates are (mathematically) independent, meaning, if I vary
> one covariate it doesn't change the value of any other covariate.
>
> Previously, it was up to the user to determine whether or not the
> prediction function they were supplying to -mfx- was appropriate. With
> the March 2004 update, we added some more checks and balances to protect
> users from these dangerous situations as much as possible. It is a
> balancing act of course, because -mfx- runs after nearly every
> estimator, so must be very flexible, but it must also run as fast as
> possible.
>
> The option -diagnostics- was also added so the user could see how -mfx-
> made the decision not to compute either marginal effect or standard
> error was made. And if you don't agree with its decision you can still
> use -force- to make it do the work anyway. This option, and what its
> output means, is discussed in detail in the above FAQ, and in the
> following:
>
> http://www.stata.com/support/faqs/stat/mfx_nose.html
>
> -- May
> [email protected]
>
>
> *
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>
*
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