--- "T.de Hoop" <[email protected]> wrote:
> I'm running an mlogit regression of this form:
>
> y=a+b.x+c.x2+d.y+e.z+f.(y.z)+u
>
> and I would like to know if any of the marginal effect commands can
> help me to get the correct marginal effects for the variables x and
> y, including the square term and the interaction. Do I have to do it
> by hand otherwise??
I have two questions:
1. You have an y as dependent and an y as independent variable. Is that
a typo, or are you adding lagged y?
2. In this case correct marginal effects has been used in different
ways in the literature. First, it can refer to not ignoring the square
or interaction terms. Second, it can refer to computing the average
marginal effects, instead of the marginal effect at average values of
the explanatory variables. Which do you mean?
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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