Hi, shuaizhang:
I had this discussion a couple of days ago, so the following thread might
help.
Gang
----- Original Message -----
From: "May Boggess" <[email protected]>
To: <[email protected]>
Sent: Monday, July 12, 2004 12:13 PM
Subject: Re: st: how to use mfx with xtlogit
> On Monday, Gang wrote:
>
> > 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?
>
> The predict option -pu0- after -xtlogit, fe- is often used, as in
> this example:
>
> clear
> sysuse auto
> xtlogit for mpg, i(head) fe
> mfx, predict(pu0)
>
> Let me stress, that there is not one correct predict option and all
> others are incorrect. A marginal effect is a derivative of a function of
> the coefficients of the model. So we may calculate different marginal
> effects by differentiating different functions.
>
> For example, using the predict option -xb- with -mfx- after -xtlogit,
> fe- gives a sensible answer, but it probably isn't the one we want. So
> which predict option we use depends on which marginal effect we are
> after.
>
> --May
> [email protected]
>
>
> *
> * 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/
>
----- Original Message -----
From: "Shuaizhang Feng" <[email protected]>
To: <[email protected]>
Sent: Tuesday, July 20, 2004 6:43 PM
Subject: st: calculating marginal effects for panle logit fixed effects
models
> Dear all:
>
> Can any one tell me how to calculate marginal effects
> after panel logit fixed effects estimation. such as:
>
> "xtlogit y x, fe i(id)"
> the "mfx compute" command doesn't work.
>
> thanks.
>
> shuaizhang
>
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*
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* http://www.stata.com/support/statalist/faq
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