--- On Wed, 8/4/09, Paley, Irina wrote:
> I have two specifications-- with state dummies and without.
> When I include state dummies, stata issues an error after
> margeff saying:
>
> estimates post: matrix has missing values
Did you leave out the reference category when estimating
your model?
> Question number 2 is the following. When I don't
> include state dummies, stata computes margeff and shows it
> to be positive, while the coefficient itself is negative
> (and mfx estimate is negative). What are the conditions
> under which this can take place? I thought that unlike
> magnitudes, the direction of the coefficients should stay
> the same whichever way we estimate the marginal effects...
It is actually possible for the marginal effects in models
like -mlogit-, -oprobit-, or -ologit- to have a different
sign than the coefficient, but I would not expect -mfx-
and -margeff- to produce different signs.
-margeff- shows an extra panel of output for the reference
category of the outcome variable in the first panel, so the
first panel in -margeff- does not correspond with -mfx-
with the -predict(pr eq(#1))- option. As a consequence it
is very easy to compare the wrong panels. Maybe that is
what is going on here.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.soziologie.uni-tuebingen.de/Institut/MitarbInst/MBuis.html
-----------------------------------------
*
* 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/
