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st: gllamm, gllapred, and marginal effects
From
richard boylan <[email protected]>
To
[email protected]
Subject
st: gllamm, gllapred, and marginal effects
Date
Wed, 8 Dec 2010 10:51:26 -0600
I am trying to obtain the marginal effect after using gllamm.
I have looked at prior posts which explain that one cannot use the command mfx
and one should instead use the command gllapred.
However, I don't quite see how it is equivalent.
I am putting an example next that I ran with STATA 10.
use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta
gen gm = (matach > 10)
logit gm minority female
mfx
gives me
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
minority*| -.2380667 .01292 -18.43 0.000 -.26339 -.212743 .274739
female*| -.0772496 .01146 -6.74 0.000 -.099714 -.054785 .528184
------------------------------------------------------------------------------
I would like to be able to replicate this with gllamm, just to make
sure that I understand
what I am doing.
gllamm gm minority female , i(one) link(logit)
gllapred pred, mu marg
Now my question is how do I go from here to obtaining the coefficient
for dy/dx and Std.Err.
that I obtained with mfx?
Richard
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