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st: =?utf-8?B?UkU6IHN0OiDCtMOwwrjCtDogc3Q6IEhvdyB0byBjaG9vc2Ug?==?utf-8?B?YSBwcm9wZXIgbW9kZWwgaWYgdGhlIGRlcGVuZGVudCA=?==?utf-8?B?dmFyaWFibGUgaXMgd2l0aGluIGJvdW5kcz8=?=
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From |
"Cheng, Xiaoqiang" <[email protected]> |
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To |
<[email protected]> |
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Subject |
st: =?utf-8?B?UkU6IHN0OiDCtMOwwrjCtDogc3Q6IEhvdyB0byBjaG9vc2Ug?==?utf-8?B?YSBwcm9wZXIgbW9kZWwgaWYgdGhlIGRlcGVuZGVudCA=?==?utf-8?B?dmFyaWFibGUgaXMgd2l0aGluIGJvdW5kcz8=?= |
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Date |
Mon, 2 Oct 2006 11:43:47 +0200 |
Thank you very much, it helps a lot.
However, there is a problem now:
-mfx- predicts that:
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
uba| -3.05144 1.55749 -1.96 0.050 6.10406 .001175 .004839
And the effect of uba on dependent variable exceeds unit if one std. dev. Of uba changes, certirus paribus?
Xiaoqiang Cheng
University of Leuven
Tel +32 16 326853
Fax +32 16 326796
Mail Xiaoqiang Cheng
Center for Economic Studies
University of Leuven
Naamsestraat 69
Leuven, Belgium
B3000
Url www.econ.kuleuven.be/xiaoqiang.cheng
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten buis
Sent: 2006年10月1日 20:49
To: [email protected]
Subject: Re: st: ´ð¸´: st: How to choose a proper model if the dependent variable is within bounds?
Xiaoqiang Cheng:
no, if you use -glm- to estimate a fractional logit the effect should
be interpreted in pretty much the same way as logit results, i.e. the
coefficents are the effects of the explanatory variables on the
"logit-transformed" proportions. You can get the effects on the
proportion using -mfx, predict(mu)-. I've given a presentation on
analysing proportions with Stata at the last London Stata User's
meeting. You can get the slides from
http://ideas.repec.org/s/boc/usug06.html and my website
http://home.fsw.vu.nl/m.buis/ .
HTH,
Maarten
--- "Cheng, Xiaoqiang" <[email protected]> wrote:
> BTW, since "glm" estimates likelihood, should we then interpret the
> coefficients of regressors as probability?
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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