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Re: st: interpreting marginal effects of poisson
My last email was not written in a way that was easy to read, so I'm
reposting just the questions I had. The set up, though, is that I
have a Poisson model with both discrete and continuous covariates,
but I'm having trouble interpreting the continuous coefficients.
First I'll post the questions, then I'll post the data and output
itself.
On Apr 18, 2006, at 10:10 PM, Scott Cunningham wrote:
Question: The coefficient on sr is -.6870002, and it is the
variable of interest. Am I correct in the following interpretations:
Q1. The constant (_cons) represents the log of the mean number of
sex partners for the reference cell, which in this case is Black
men living in homes where parents are not married (hhd1=1 if
biological parents are married). Since exp{.5387156)=1.7138, we
see that on the average these men have 1.7 sex partners at this
point in their lives. Is this the correct interpretation?
Q2. The hhd1 variable reflects the state of the family in which
the Black male lives. As we move from hhd1=0 to hhd1=1, the log of
the mean decreases by .7, which means that the number of sex
partners gets multiplied by exp{-0.300639)=0.740345. This means
that Black males with married biological parents have 25% fewer sex
partners than their counterparts whose parents are not married. Is
this the correct interpretation?
Q3. The sr variable is continuous. It is the ratio of eligible
Black males (of a certain age range) to eligible Black females (of
like age range) at the state level, and will take on a value from
as low as 0.3 to 2.5. I am unsure of how to interpret the marginal
effect of a change in the sex ratio ("sr") on sex partners. Am I
correct that a one unit increase in the sex ratio causes recent sex
partners for Black males to fall by 50%? If so, what is a "one
unit" when we are talking about a continuous random variable? Is
it a one unit increase in the standard deviation? I've been unable
to find this information from my reference books, and do not
currently own the Stata book on categorical variables. But if
anyone can provide basic help here, I'd appreciate it.
Q4: I am able to estimate a model with state, year and individual
fixed effects using OLS with FE (-xtreg-), but not Poisson (-
xtpoisson- nor -poisson-). Specifically, I can estimate the
Poisson model with year and individual effects, but not with year,
state and individual fixed effects. When I include the state
effects, the likelihood iteratations hang up, even after letting it
go for thousands of iterations. It has hung up on a single
likelihood, for that matter, and does not appear to be moving
closer towards convergence. What could be causing this?
Description of Data:
Individual-level survey data from waves 1998, 2000 and 2002. It is a
balanced panel dataset, and I am focusing currently just on Black
American males aged 12-17 in 1998 (and thus age over the course of
the survey). The relevant variables are:
rp: "recent sex partners"
sr: "sex ratio"
age2: age-squared
hgc: "highest grade completed"
hhd1: "household dummy variable for bio. parents still married"
Description of Model:
I am estimating a model in which the number of recent sex partners
men have is a function of their age, age-squared, the relative
availability of men and women in the mating market, their education
attainment, whether their biological parents are married, and
controls for individual, year and state fixed effects. I'm modeling
this as a Poisson distribution. I'm having trouble taking the
coefficients and creating marginal effects. (FYI, I have downloaded -
sposta- utilities, and have used -prchange- but at this point, am
trying to manually create the marginal effects and decipher them).
Output:
. xi:poisson rp sr age2 hgc hhd1 i.year, robust
i.year _Iyear_1998-2002 (naturally coded; _Iyear_1998
omitted)
Iteration 0: log pseudolikelihood = -10504.806
Iteration 1: log pseudolikelihood = -10504.805
Poisson regression Number of obs
= 2277
Wald chi2(6)
= 60.92
Prob > chi2
= 0.0000
Log pseudolikelihood = -10504.805 Pseudo R2
= 0.0347
------------------------------------------------------------------------
------
| Robust
rp | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
sr | -.6870002 .3183816 -2.16 0.031 -1.311017
-.0629838
age2 | .0045666 .0012833 3.56 0.000 .
0020515 .0070818
hgc | .000394 .0365008 0.01 0.991 -.
0711463 .0719343
hhd1 | -.300639 .117171 -2.57 0.010 -.5302899
-.0709881
_Iyear_2000 | .065989 .1566268 0.42 0.674 -.
240994 .372972
_Iyear_2002 | -.3705945 .1926353 -1.92 0.054 -.7481528 .
0069637
_cons | .5387156 .4899692 1.10 0.272 -.
4216065 1.499038
------------------------------------------------------------------------
------
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