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From | Prashant <presearchwork@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: xtlogit, marginal effects and odds ratios |
Date | Mon, 16 Aug 2010 18:01:44 +0800 |
Hi, I am calculating odds ratios and marginal effects with associated robust SEs using GEE models. There is some missing data in my dataset (less than 10% of the outcome data is missing), so I also used multiple imputation and then the mim prefix when estimating the GEE models. To estimate marginal effects, I had (hopefully correctly) modified a short program (introduced in http://www.stata.com/statalist/archive/2010-03/msg01021.html) The basics of the program are below: /******* begin -emargins- *************/ . program emargins3c, eclass properties(mi) 1. version 11 2. args depvar track 3. xtlogit `depvar' i.treatment covariates if `track' == 1, pa i(county_number) robust /*track is a binary variable identifying track*/ 4. margins, dydx(*) post 5. end . /******** end -emargins- *************/ . . mi estimate: emargins3c outcome1 science To estimate the odds ratios, I used the following command: . mim: xtlogit outcome1 treatment covariates if science == 1, or pa i(county_number) robust (the covariates are the same in both marginal effects and odds ratio estimation scenarios) I have two questions: 1) I am able to estimate odds ratios without problem. However, occasionally for some outcomes, the marginal effects (dydx) cannot be calculated. I get the error message: "estimates diverging (missing predictions) an error occurred when mi estimate executed emargins3c on m=1". Is there anything I can do to obtain the marginal effects estimates in this situation? 2) The p-values for the marginal effects and odds ratios estimates are different--in particular the p-values for the odds ratios are slighly lower. Is this normal? Thank you so much for any assistance in advance, Prashant * * 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/