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st: RE: RE: question from statalist
Maarten,
First of all, thanks so much for your help and for the code you provided!
I use your exact code for mlogit, adapted to my dataset, and when I run margeff I get that it's invalid syntax. What do you mean by leaving out reference category? Here is the code, I know it's a lot of state dummmies but want to include everything so that you may be able to help in terms of your suggestion that I may have left out the reference category:
. xi3: mlogit prod_type female_o ///
> fico ltv dti income loanamount loanterm ///
> ba_new f_min_arm5 t10_min_t1 e.state if prod_type<=3
e.state _Istate_1-72 (naturally coded; _Istate_1 omitted)
note: _Istate_72 dropped because of collinearity
Iteration 0: log likelihood = -80777.976
Iteration 1: log likelihood = -62434.56
Iteration 2: log likelihood = -54653.76
Iteration 3: log likelihood = -53558.389
Iteration 4: log likelihood = -53461.761
Iteration 5: log likelihood = -53459.728
Iteration 6: log likelihood = -53459.595
Iteration 7: log likelihood = -53459.547
Iteration 8: log likelihood = -53459.53
Iteration 9: log likelihood = -53459.523
Iteration 10: log likelihood = -53459.521
Iteration 11: log likelihood = -53459.52
Iteration 12: log likelihood = -53459.52
Iteration 13: log likelihood = -53459.52
Iteration 14: log likelihood = -53459.52
Iteration 15: log likelihood = -53459.52
Iteration 16: log likelihood = -53459.52
Iteration 17: log likelihood = -53459.52
Iteration 18: log likelihood = -53459.52
Iteration 19: log likelihood = -53459.52
Iteration 20: log likelihood = -53459.52
Iteration 21: log likelihood = -53459.52
Iteration 22: log likelihood = -53459.52
Iteration 23: log likelihood = -53459.52
Multinomial logistic regression Number of obs = 150920
LR chi2(120) = 54636.91
Prob > chi2 = 0.0000
Log likelihood = -53459.52 Pseudo R2 = 0.3382
------------------------------------------------------------------------------
prod_type | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
p2 |
female_only | -.1644218 .028526 -5.76 0.000 -.2203318 -.1085118
fico | -.000043 .000244 -0.18 0.860 -.0005213 .0004354
ltv | -.012363 .0009911 -12.47 0.000 -.0143055 -.0104204
dti | .0012936 .0011557 1.12 0.263 -.0009715 .0035588
income | .0001116 .000094 1.19 0.235 -.0000727 .0002958
loanamount | .0027795 .0000821 33.84 0.000 .0026186 .0029405
loanterm | .3070569 .0056616 54.24 0.000 .2959604 .3181534
ba_new | 1.331781 .1505607 8.85 0.000 1.036687 1.626874
f_min_arm5 | 3.556796 .238242 14.93 0.000 3.089851 4.023742
t10_min_t1 | -.2732542 .0436088 -6.27 0.000 -.3587258 -.1877826
_Istate_2 | 1.404028 .8146043 1.72 0.085 -.1925675 3.000623
_Istate_4 | 1.851683 .0845556 21.90 0.000 1.685957 2.017409
_Istate_5 | -.2542361 .2536984 -1.00 0.316 -.7514759 .2430037
_Istate_6 | 1.988177 .0610167 32.58 0.000 1.868587 2.107768
_Istate_8 | 1.590537 .1505265 10.57 0.000 1.29551 1.885563
_Istate_9 | .3956479 .148358 2.67 0.008 .1048714 .6864243
_Istate_10 | 1.047124 .3765112 2.78 0.005 .3091759 1.785073
_Istate_11 | 1.091745 .136762 7.98 0.000 .8236962 1.359793
_Istate_12 | .9929799 .0706914 14.05 0.000 .8544273 1.131532
_Istate_13 | .8390499 .0797687 10.52 0.000 .682706 .9953937
_Istate_15 | .1933299 .3782888 0.51 0.609 -.5481024 .9347623
_Istate_16 | 1.300786 .2912771 4.47 0.000 .7298937 1.871679
_Istate_17 | 1.348988 .0800501 16.85 0.000 1.192093 1.505884
_Istate_18 | .3205358 .2973393 1.08 0.281 -.2622386 .9033101
_Istate_19 | .1994127 .1975181 1.01 0.313 -.1877158 .5865411
_Istate_20 | .1753627 .1704026 1.03 0.303 -.1586203 .5093457
_Istate_21 | .8648893 .3639088 2.38 0.017 .1516412 1.578137
_Istate_22 | 1.120478 .3423585 3.27 0.001 .449468 1.791489
_Istate_23 | -.4779814 .4965849 -0.96 0.336 -1.45127 .495307
_Istate_24 | 1.616128 .0769673 21.00 0.000 1.465274 1.766981
_Istate_25 | .5176749 .1036091 5.00 0.000 .3146048 .7207449
_Istate_26 | .7126129 .2149384 3.32 0.001 .2913414 1.133884
_Istate_27 | .9179268 .1901944 4.83 0.000 .5451526 1.290701
_Istate_28 | .4442854 .5862039 0.76 0.449 -.7046532 1.593224
_Istate_29 | .1558309 .1267915 1.23 0.219 -.092676 .4043377
_Istate_30 | 1.631823 .7260361 2.25 0.025 .2088187 3.054828
_Istate_31 | 1.380824 .5177043 2.67 0.008 .366142 2.395506
_Istate_32 | 1.735698 .1069213 16.23 0.000 1.526136 1.94526
_Istate_33 | .4981945 .3056388 1.63 0.103 -.1008465 1.097236
_Istate_34 | .2757105 .1151865 2.39 0.017 .0499491 .5014719
_Istate_35 | .0638504 .28167 0.23 0.821 -.4882126 .6159134
_Istate_36 | .2073928 .0976959 2.12 0.034 .0159124 .3988733
_Istate_37 | .5389933 .0870315 6.19 0.000 .3684148 .7095718
_Istate_38 | .7423465 .990366 0.75 0.454 -1.198735 2.683428
_Istate_39 | .7521487 .2213912 3.40 0.001 .31823 1.186067
_Istate_40 | -.1641945 .2052702 -0.80 0.424 -.5665168 .2381277
_Istate_41 | 1.547014 .1193776 12.96 0.000 1.313038 1.78099
_Istate_42 | .4184825 .1408953 2.97 0.003 .1423328 .6946323
_Istate_44 | 1.055626 .1798321 5.87 0.000 .7031615 1.40809
_Istate_45 | .8307923 .0970417 8.56 0.000 .640594 1.020991
_Istate_46 | 2.295348 1.041904 2.20 0.028 .2532534 4.337442
_Istate_47 | .3185616 .1561612 2.04 0.041 .0124913 .6246319
_Istate_48 | .0704744 .0805286 0.88 0.381 -.0873588 .2283075
_Istate_49 | 1.340968 .274445 4.89 0.000 .8030656 1.87887
_Istate_50 | -20.92257 . . . . .
_Istate_51 | 1.483839 .0790609 18.77 0.000 1.328882 1.638795
_Istate_53 | 1.650136 .084293 19.58 0.000 1.484925 1.815348
_Istate_54 | -20.7129 . . . . .
_Istate_55 | .442238 .2858147 1.55 0.122 -.1179485 1.002425
_Istate_56 | 1.520046 .7394808 2.06 0.040 .0706898 2.969401
_cons | -14.3261 .3101159 -46.20 0.000 -14.93392 -13.71829
-------------+----------------------------------------------------------------
p3 |
female_only | .2604863 .0204588 12.73 0.000 .2203879 .3005848
fico | -.0053049 .0001614 -32.87 0.000 -.0056212 -.0049885
ltv | .1046274 .0013747 76.11 0.000 .1019331 .1073218
dti | -.0135648 .0010501 -12.92 0.000 -.0156231 -.0115066
income | -.0105184 .0003618 -29.08 0.000 -.0112274 -.0098093
loanamount | .0055794 .0001316 42.41 0.000 .0053215 .0058372
loanterm | -.3034597 .0029286 -103.62 0.000 -.3091997 -.2977197
ba_new | .9560689 .1181522 8.09 0.000 .7244948 1.187643
f_min_arm5 | 1.470707 .184718 7.96 0.000 1.108666 1.832748
t10_min_t1 | -1.629084 .0372435 -43.74 0.000 -1.70208 -1.556088
_Istate_2 | -17.84067 . . . . .
_Istate_4 | 3.347497 .0661506 50.60 0.000 3.217844 3.47715
_Istate_5 | -.0600854 .1694684 -0.35 0.723 -.3922373 .2720666
_Istate_6 | 3.718972 .0544284 68.33 0.000 3.612294 3.82565
_Istate_8 | 2.09187 .1502934 13.92 0.000 1.7973 2.38644
_Istate_9 | 1.187121 .119402 9.94 0.000 .9530976 1.421145
_Istate_10 | 2.201173 .2871991 7.66 0.000 1.638273 2.764073
_Istate_11 | 3.180965 .0906589 35.09 0.000 3.003277 3.358653
_Istate_12 | 2.570462 .0554813 46.33 0.000 2.461721 2.679204
_Istate_13 | 1.361451 .0635688 21.42 0.000 1.236859 1.486044
_Istate_15 | 2.35953 .2537935 9.30 0.000 1.862104 2.856957
_Istate_16 | 1.335838 .2966257 4.50 0.000 .754462 1.917214
_Istate_17 | 1.403901 .0813102 17.27 0.000 1.244536 1.563266
_Istate_18 | .3039104 .219299 1.39 0.166 -.1259078 .7337285
_Istate_19 | .065849 .2216248 0.30 0.766 -.3685276 .5002257
_Istate_20 | -.7770885 .1890087 -4.11 0.000 -1.147539 -.4066382
_Istate_21 | -.5719042 .5138452 -1.11 0.266 -1.579022 .4352138
_Istate_22 | -.2488122 .4265315 -0.58 0.560 -1.084798 .5871742
_Istate_23 | .5687787 .3337475 1.70 0.088 -.0853544 1.222912
_Istate_24 | 2.847323 .061477 46.32 0.000 2.72683 2.967815
_Istate_25 | 1.4701 .0823627 17.85 0.000 1.308672 1.631528
_Istate_26 | 1.265193 .1399441 9.04 0.000 .9909081 1.539479
_Istate_27 | 1.95618 .1151893 16.98 0.000 1.730413 2.181947
_Istate_28 | .0641282 .4398633 0.15 0.884 -.7979881 .9262444
_Istate_29 | .7745147 .08641 8.96 0.000 .6051542 .9438751
_Istate_30 | -20.52806 . . . . .
_Istate_31 | .2656588 .7094426 0.37 0.708 -1.124823 1.656141
_Istate_32 | 3.387917 .0779911 43.44 0.000 3.235057 3.540776
_Istate_33 | .5705496 .3490233 1.63 0.102 -.1135235 1.254623
_Istate_34 | 1.474503 .0813253 18.13 0.000 1.315109 1.633898
_Istate_35 | 1.806132 .1022284 17.67 0.000 1.605768 2.006496
_Istate_36 | 1.337217 .0791314 16.90 0.000 1.182122 1.492311
_Istate_37 | .7828433 .0693641 11.29 0.000 .6468922 .9187944
_Istate_38 | -.2571256 1.035192 -0.25 0.804 -2.286065 1.771814
_Istate_39 | -.1111388 .2140775 -0.52 0.604 -.530723 .3084454
_Istate_40 | -1.716052 .2565891 -6.69 0.000 -2.218957 -1.213146
_Istate_41 | 2.825521 .089155 31.69 0.000 2.650781 3.000262
_Istate_42 | .268916 .1239261 2.17 0.030 .0260254 .5118066
_Istate_44 | 3.00538 .0913932 32.88 0.000 2.826253 3.184507
_Istate_45 | .7360729 .0895809 8.22 0.000 .5604976 .9116483
_Istate_46 | -17.12545 . . . . .
_Istate_47 | .0364547 .1421689 0.26 0.798 -.2421912 .3151006
_Istate_48 | -.7433416 .0793908 -9.36 0.000 -.8989448 -.5877385
_Istate_49 | 1.808562 .3023695 5.98 0.000 1.215928 2.401195
_Istate_50 | -.3550958 1.028818 -0.35 0.730 -2.371542 1.66135
_Istate_51 | 2.756216 .062717 43.95 0.000 2.633293 2.879139
_Istate_53 | 2.660653 .0708606 37.55 0.000 2.521768 2.799537
_Istate_54 | .3778534 .4032841 0.94 0.349 -.4125689 1.168276
_Istate_55 | 1.075562 .1817899 5.92 0.000 .71926 1.431863
_Istate_56 | 1.588009 .6064127 2.62 0.009 .3994615 2.776556
_cons | -1.921791 .2055431 -9.35 0.000 -2.324648 -1.518934
------------------------------------------------------------------------------
(prod_type==p1 is the base outcome)
. margeff
invalid syntax
r(198);
Thanks so much!
Irina
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten buis
Sent: Thursday, April 09, 2009 4:49 AM
To: stata list
Subject: st: RE: question from statalist
--- 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
-----------------------------------------
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