--- Mark W. Smith wrote to me privately:
> Puneet Singhal's example uses a log link. Do you think it would be best
> to specify "mfx, dyex" rather than "mfx" (= "mfx, dydx")? Suppose
> that a regular regression model (no log link) can be written as
>
> y = x'B.
>
> Of course dy/dx = B.
>
> In the GLM model with log link,
>
> E[y|x] = exp(x'B)
>
> and so dy/dx does not equal B.
>
> This is why I worry that using "mfx" (= "mfx, dydx") is not correct for
> a model with a log link.
The point of -mfx- is to get effects that are not equal to B, exactly
because of the mechanism you specify. So, -mfx, dydx- will produce the
first derivative/slope/effect of the curve E[y|x] at the specified
levels of x (by default the means if you don't specify the -at()-
option). Therefore, I think that -mfx, dydx- is the correct
specification for this situation.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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