Unfortunately you'll have to do it yourself, as there is no
program that does it for you. I am tempted to write an
example, but I am going to be wise and spent the time
writing my own stuff.
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/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of T.de Hoop
Sent: dinsdag 19 juni 2007 12:17
To: [email protected]
Subject: Re: st: Multinominal logit. Marginal effects with non-linear terms.
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?
Sorry, this is a typo.
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?
I'm looking for the marginal effects at the mean values of the explanatory variables. I assume this can only be done using the first method wherein I do not ignore the square or interaction terms.
Maarten buis schreef:
> --- "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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