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st: Problems with calculating marginal effects for categoricalvariables in ologit models


From   [email protected]
To   [email protected]
Subject   st: Problems with calculating marginal effects for categoricalvariables in ologit models
Date   Tue, 22 Apr 2008 13:04:22 +0200

Dear users,

My question is following one: I do not know how to calculate average marginal effects (AME) for categorical variables with more than two categories?
In my ordered logit model, I have a dependent variable with 4 categories and 5 categorical explanatory variables, 3 of them with more than two categories. I tried to implement the method of Tam�s Bartus which is decribed in his article "Estimation of marginal effects using margeff" (2005). His suggestion is to use the following command:
Margeff, dummies (B *)
where D are all dummies for which you want to calculate the marginal effects.
The problem is that by trying to do this I got the following error: "[_cut1] not found" r(111)

I would appreciate very much any suggestions.

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