Dear statalisters,
I estimated marginal effects after running xtlogit with fixed effects as
follows:
xtlogit depvar independentvars, i(folio) fe
mfx, predict(pu0)
Where depvar indicates reception of transfers. All the marginal effects of
interest are insignificant (most of which are dummy variables), except for one
variable which has few observations across my 3-round panel. This came as a
surprise for two reasons:
1) the xtlogit coefficients for some of those same
variables were significant;
2) I had run probit over the pooled sample (ie: dprobit depvar indepvars)and
xtprobit (ie: xtprobit depvar indepvars, re) BEFORE xtlogit and some of those
same coefficients were highly significant as well.
My understanding is that there isn't one single way for capturing marginal
effects after xtlogit, but am a bit puzzled with what I've found thus far and
wonder whether other commands for estimating mfx after xtlogit exist? Or any
advice as to why this insignificancy might be taking place?
Thanks,
Alejandro
--
Alejandro de la Fuente
Department of International Development/QEH
University of Oxford, Mansfield Road, Oxford OX1 3TB
Tel: 01865 281836
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
