Hi listers,
Upon running an asclogit I use estat mfx to obtain marginal effects.
When I do so stata also reports the probability of the choice for each alternative.
why do these differ from the average over alternatives when using predict xb?
asclogit choice lifetime2 sigp sige, case(id) alt(edu) noconst
estat mfx
predict xb
tabstat xb, by(edu)
Best,
Peer
----------------------------------------
> Date: Sat, 10 Jan 2009 15:49:25 +0000
> From: [email protected]
> To: [email protected]
> Subject: Re: st: A logit approach that allows alternative specific variables
>
> Hi Peer,
>
> This should do it:
>
> asclogit choice lifetime2 sigp sige, case(id) alt(edu) noconst
> gen hold = lifetime2
> replace lifetime2 = lifetime1
> predict xb
> replace lifetime2 = hold
>
> Hope this helps.
>
> Arne
>
> PS It's better to address the whole list when you have a new question,
> even when it's related to a previous one, as the whole collective of
> Statalist users is much more likely to know the answer than one single
> user.
>
> 2009/1/10 Peer Skov :
>> Hi Arne,
>> I have encountered yet another challenge with the asclogit procedure.
>> As explained previously I model education choice where the covariates
>> are lifetime income and two types of income risk.
>> I have two competing measures of lifetime income and in order to illustrate a point
>> I would like to estimate the parameters using lifetime income measure 2
>> but then obtain the predicted probabilities using lifetime income measure 1.
>> That is, something along the lines of:
>>
>> asclogit choice lifetime2 sigp sige, case(id) alt(edu) noconst
>> predict xb
>> where x = [lifetime1]
>>
>> Do you have suggestions on how to do this?
>> Best,
>> Peer.
>>
>>
>>
>>
>>
>>
>>
>>
>>> Date: Wed, 10 Dec 2008 12:43:23 +0000
>>> From: [email protected]
>>> To: [email protected]
>>> Subject: Re: st: A logit approach that allows alternative specific variables
>>>
>>> Hi Peer,
>>>
>>> Some responses below:
>>>
>>>> I would like to specify the values at which the marginal effects are calculated.
>>>> However when I use the at () option I specify the same life_earnings for all educational groups,
>>>> is it possible to specify different levels for each group?
>>>
>>> I don't think so but I could be wrong. You'll probably have to
>>> calculate the marginal effects manually if this is what you want,
>>> Greene has the relevant formula for alternative-specific variables.
>>>
>>>> In addition, I was hoping to be able to produce a figure for each educational level depicting prob(edu=1) on the y-axis
>>>> and income on the x-axis. That is, similar to Greene fig. 19.2 (Econometric Analysis, Fourth Edition).
>>>> Do you know of any useful commands in that regard?
>>>
>>> I don't have my copy of Greene at hand but are you thinking about
>>> something like:
>>>
>>> webuse choice
>>> asclogit choice dealer, casevars(sex income) case(id) alternatives(car)
>>> predict p if e(sample)
>>> scatter p income if car == 1
>>>
>>> Arne
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