Re: st: Re: Adding the marginal effects at individual values of

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Feb 22, 2010, at 2:33 AM, Solomon wrote:
> This is important because
> I have a reason to believe that the marginal effects 
> will be different at high and low values of the regressor
> and the AME or the marginal effect at mean do not help me to
> verify this possibility.  

The problem with average marginal effects in this kind of 
application is that control variables no longer do what they
are supposed to do. The marginal effect will be large when the
predicted probability is close to .5, and will get less when the
probability moves closer to either 0 or 1. So, if the composition
of control variables changes over the variable of interest, then 
what you see in changes in average marginal effects consists both
of changes in the variable of interest _and_ of changes in the 
control variables. In one sense this captures real changes, in 
another sense it prevents us from comparing "like with like" as
suposedly you added the control variables for a reason, and they
are now no longer kept constant.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
-------------------------- 


      

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