Re: st: RE: mlogit question.

[Daniel Mueller <danielix@gmx.net>]

In addition to that, the -spostado- package of Long & Freese 
contains -listcoef- lists coefficients, standardized coeffs, 
 transformations to factor and percent change, etc. for all 
categories estimated. Creates lots of output, but is great 
for a more holistic interpretation and understanding.

Daniel

Scott Merryman wrote on 4/15/2005 2:58 PM:

> Richard,
>
> Does the base category matter?  Since the coefficients are difficult to
> interpret (i.e. the direction of the effect of var_x on outcome 1 is not
> determined solely estimated coefficient of var_x for outcome 1 (Wooldridge,
> 2002 p. 497-498)) wouldn't you usually compute marginal effects, which do
> not depend on the base category?
>
> For example, the sign on _mpg_ changes sign when the base category changes
> from 3 to 2, but the marginal effect is the same.
>
>
> . mlogit rep price mpg, base(3) nolog
>
> ----------------------------------------------------------------------------
>        rep78 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
> -------------+--------------------------------------------------------------
> 1            |
>        price |  -.0006468    .000849    -0.76   0.446    -.0023108
> .0010173
>          mpg |  -.0197515   .1959901    -0.10   0.920    -.4038851
> .364382
>        _cons |   1.013502   6.695462     0.15   0.880    -12.10936
> 14.13637
> -------------+--------------------------------------------------------------
> <snip>
>
>  (Outcome rep78==3 is the comparison group)
>
>
> . mfx , predict(outcome(1)) var(mpg)
>
> Marginal effects after mlogit
>       y  = Pr(rep78==1) (predict, outcome(1))
>          =  .01570292
> ----------------------------------------------------------------------------
> variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
> ---------+------------------------------------------------------------------
>      mpg |  -.0012526      .00287   -0.44   0.662  -.006868  .004363
> 21.2899
> ----------------------------------------------------------------------------
>
> . mlogit rep price mpg, base(2) nolog
>
> ----------------------------------------------------------------------------
>        rep78 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
> -------------+-------------------------------------------------------------
> 1            |
>        price |  -.0005451   .0008602    -0.63   0.526    -.0022309
> .0011408
>          mpg |   .0330037   .2163959     0.15   0.879    -.3911245
> .4571319
>        _cons |   .6890743   7.076853     0.10   0.922     -13.1813
> 14.55945
> -------------+--------------------------------------------------------------
> <snip>
>
>  (Outcome rep78==2 is the comparison group)
>
> . mfx , predict(outcome(1)) var(mpg)
>
> Marginal effects after mlogit
>       y  = Pr(rep78==1) (predict, outcome(1))
>          =  .01570292
> ----------------------------------------------------------------------------
> variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
> ---------+------------------------------------------------------------------
>      mpg |  -.0012526      .00287   -0.44   0.662  -.006868  .004363
> 21.2899
> ----------------------------------------------------------------------------
>
>
> Scott
>
>
> Wooldridge, Jeffery.  "Econometric Analysis of Cross Section and Panel
> Data." Cambridge, MA: MIT Press, 2002.
>
>
>
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of Richard. Williams
> > Sent: Friday, April 15, 2005 11:32 AM
> > To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> > Subject: Re: st: RE: mlogit question.
> >
> > At 09:59 AM 4/15/2005, Anna-Cristina.DADDIO-DEVAUX@oecd.org wrote:
> >
> > > yes,
> > > you should use the option basecategory(#) after the command
> > > mlogit depvar [indepvars] [weight] [if exp] [in range] ,  basecategory(#)
> > > anna
> > I've always found mlogit's practice of using the most frequent category as
> > the base category a little annoying.  It is easy enough to override, but
> > it
> > would be nice to be able to say something like basecategory(last) for when
> > you want to use the last category as the base but don't happen to remember
> > what its value is.  It would also be nice if you could permanently set it
> > to go with the first or the last value, as I'm always forgetting to
> > override the default behavior.
> >
> >
> > -------------------------------------------
> > Richard Williams, Associate Professor
> > OFFICE: (574)631-6668, (574)631-6463
> > FAX:    (574)288-4373
> > HOME:   (574)289-5227
> > EMAIL:  Richard.A.Williams.5@ND.Edu
> > WWW (personal):    http://www.nd.edu/~rwilliam
> > WWW (department):    http://www.nd.edu/~soc
> >
> > *
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>
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