>the mfx default does not correspond to the median of the dependent
variable evaluated at sample means of >independent variables? to evaluate
at the mean I guess it is necessary to predict the mean of the dependent
>variable before mfx
from -mfx- helptext:
Exactly what mfx can calculate is determined by the previous estimation
command and the predict(predict_option) option. The values at which the
marginal effects or elasticities are to be evaluated is determined by the
at(atlist) option. By default, mfx calculates the marginal effects or
elasticities at the means of the independent variables using the default
prediction option associated with the previous estimation command.
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
"Mussida Chiara" <[email protected]>
Gesendet von: [email protected]
26/02/2008 12:11
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<[email protected]>
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RIF: st: mfx with xtlogit
the mfx default does not correspond to the median of the dependent
variable evaluated at sample means of independent variables? to evaluate
at the mean I guess it is necessary to predict the mean of the dependent
variable before mfx
chiara
-----Messaggio originale-----
Da: [email protected] per conto di
Johannes Geyer
Inviato: mar 26/02/2008 11.44
A: [email protected]
Cc:
Oggetto: Re: st: mfx with xtlogit
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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[email protected]
An
[email protected]
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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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