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st: Margins after mlogit with survey data
From
"Joao Ricardo F. Lima" <[email protected]>
To
[email protected]
Subject
st: Margins after mlogit with survey data
Date
Wed, 8 Sep 2010 12:05:12 -0300
Dear Statalisters,
I'm using Stata 11.1. I'm trying to use (understand better) the factor
variables and -margins- to estimate the -mlogit- with survey data. The
problem is like this:
*********************begin example**********************
webuse nhanes2f
svyset psuid [pweight=finalwgt], strata(stratid)
svy: mlogit region sex race c.age##c.age sizplace
margins, dydx(*) predict(outcome(1)) atmeans
**************************end***************************
Here is the output after - margins-
. margins, dydx(*) predict(outcome(1)) atmeans
Conditional marginal effects Number of obs = 10337
Model VCE : Linearized
Expression : Pr(region==NE), predict(outcome(1))
dy/dx w.r.t. : sex race age sizplace
at : sex = 1.520421 (mean)
race = 1.146352 (mean)
age = 42.23732 (mean)
sizplace = 4.808137 (mean)
------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
sex | (not estimable)
race | (not estimable)
age | (not estimable)
sizplace | (not estimable)
------------------------------------------------------------------------------
Well, first of all I thought that the problem would be with the factor
variables. After some tests I think that I'm doing something wrong
related to the -margins- sintax with survey data.
In the manual I saw that must use vce(unconditional) and with this it
really runs:
. qui svy: mlogit region sex race c.age##c.age sizplace
. margins, vce(unconditional) dydx(*) predict(outcome(1)) atmeans
Conditional marginal effects Number of obs = 10337
Expression : Pr(region==NE), predict(outcome(1))
dy/dx w.r.t. : sex race age sizplace
at : sex = 1.520421 (mean)
race = 1.146352 (mean)
age = 42.23732 (mean)
sizplace = 4.808137 (mean)
------------------------------------------------------------------------------
| Linearized
| dy/dx Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
sex | -.0109646 .0071698 -1.53 0.136 -.0255874 .0036582
race | -.166159 .0441513 -3.76 0.001 -.2562062 -.0761118
age | .0006825 .000436 1.57 0.128 -.0002068 .0015718
sizplace | -.0191915 .0084362 -2.27 0.030 -.0363973 -.0019857
------------------------------------------------------------------------------
.
end of do-file
However, with my data I still have the problem:
. global vars "sit_ocup raca outro filha sit_cen conjuge filho_nasc esc numfam1"
. qui svy: mlogit $vars c.exp##c.exp c.esc#c.exp, base(0)
. margins, vce(unconditional) dydx(*) predict(outcome(1)) atmeans
Conditional marginal effects Number of obs = 11425
Expression : Pr(sit_ocup==1), predict(outcome(1))
dy/dx w.r.t. : raca outro filha sit_cen conjuge filho_nasc esc numfam1 exp
at : raca = .286326 (mean)
outro = .0994388 (mean)
filha = .5500114 (mean)
sit_cen = .7415462 (mean)
conjuge = .2493822 (mean)
filho_nasc = .2983064 (mean)
esc = 9.21675 (mean)
numfam1 = 4.074953 (mean)
exp = 3.36428 (mean)
------------------------------------------------------------------------------
| Linearized
| dy/dx Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
raca | (not estimable)
outro | (not estimable)
filha | (not estimable)
sit_cen | (not estimable)
conjuge | (not estimable)
filho_nasc | (not estimable)
esc | (not estimable)
numfam1 | (not estimable)
exp | (not estimable)
------------------------------------------------------------------------------
.
end of do-file
Thanks for who explain what I'm doing wrong.
Best Regards,
--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +558387264913
Skype: joao_ricardo_lima
----------------------------------------
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