Dear Alejandro,
it happens that coefficients are significant and marginal effects not.
They simply depend on all other coefficients which makes it hard to
predict their significance - e.g. it might be important to decide whether
to include insignificant coefficients of other variables in your
calculation.
You have to decide over which marginal effect to calculate - did you try
-margeff- by Tamas Bartus? In my view it is more flexible than mfx. You
can e.g. calculate average marginal effects, i.e. calculate the mean
effect in your sample (margeff can do this) or simply evaluate your
function at sample means (mfx default). If your sample is small you could
also think of bootstrapping standard errors of marginal effects.
Hope that helps,
Johannes
----------------------
Johannes Geyer
Deutsches Institut f�r Wirtschaftsforschung (DIW Berlin)
German Institute for Economic Research
Department of Public Economics
DIW Berlin
Mohrenstra�e 58
10117 Berlin
Tel: +49-30-89789-258
Alejandro Delafuente <[email protected]>
Gesendet von: [email protected]
26/02/2008 11:20
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st: mfx with xtlogit
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
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