Re: st: mfx after zinb

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

--- On Thu, 22/4/10, Benjamin Engelstaetter wrote:
> I am estimating an Zinb-model and getpositive significant
> marginal effects after using mfx despite both coefficients
> for the appropriate covariate in the inflate and the main
> equation are non-significant. 

This is because they test subtely different null hypotheses:

the coefficient in the main equation can be thought of as a
test that the ratio of expected counts equals 1 (actually
the the difference in log expected counts equals 0, but this
boils down to the same thing, see: <http://www.stata.com/
support/faqs/stat/2deltameth.html>)

The marginal effects test the hypothesis that the difference
in expected counts equals 0.

Both are meaningful representations of the effect of a 
variable: the first can be thought of as representing
the effect in relative terms while the latter can be
thought of as representing the effect in absolute terms.

This distinction can be clearly illustrated when one 
looks at interactions. This is done for a logit model
in <http://www.maartenbuis.nl/wp/interactions.html>.

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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