Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: mfx after xtnbreg and how to compute predicted Y


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: mfx after xtnbreg and how to compute predicted Y
Date   Sun, 19 Oct 2008 20:06:21 +0100 (BST)

--- Pek-Hooi Soh <[email protected]> wrote:
> I estimated the full model by xtnbreg and ran mfx.  The marginal
> effect table presents the same coefficients and standard errors as
> the table for xtnbreg. Is this possible?

Yes, if you type -help mfx- it tells you that: "By default, mfx
calculates the marginal effects or elasticities at the means of the
independent variables by using the default prediction option associated
with the previous estimation command." If you type 
-help xtnbreg postestimation- it tells you that the linear predictor is
the default for -predict- after -xtnbreg-. This means that the marginal
effect -mfx- computes is just the same as the output of -xtnbreg-. 

If you want to interpret incidence rate ratios you don't have to use
-mfx-, you can just use -xtnbreg- with the -irr- option. See: 
-help xtnbreg-. 
 
> If I do get the correct mfx output, how do I compute predicted Y? Do
> I have compute y = exp(XB) where B stores marginal effects separately
> in excel ?

See -help xtnbreg postestimation- and look at the -predict- section.

Hope this helps,
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 N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

Send instant messages to your online friends http://uk.messenger.yahoo.com 
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index