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st: Marginal effects for fixed effects logit


From   Tesfaye Alemayehu <[email protected]>
To   [email protected]
Subject   st: Marginal effects for fixed effects logit
Date   Tue, 11 Jul 2006 11:13:53 +1000

Hi guys,

I estimated a fixed effect logit model (xtlogit). I was wondering how best
to report the results and made a quick survey of other works in the
literature. I noticed that in most papers, discussion is limited to the
coefficient estimates and odds ratio but not the marginal effects. I
started to wonder if it was inappropriate (incorrect) to talk of marginal
effects from FE logit estimation since it does not seem to be the most
preferred option. As you know, STATA calculates the marginal effects for
FE logit (mfx, predict (pu0) option). I will appreciate your thoughts on
the matter. Thanks.




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