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Re: st: margins after logit model
From
Haiyong Xu <[email protected]>
To
<[email protected]>
Subject
Re: st: margins after logit model
Date
Wed, 29 Dec 2010 15:53:30 -0800
Great! This is perfectly what I need. Thanks!
--------------------------------------------------
From: "Tirthankar Chakravarty" <[email protected]>
Sent: Wednesday, December 29, 2010 3:42 PM
To: <[email protected]>
Subject: Re: st: margins after logit model
One way to do this is to re-estimate with the group you want omitted
set as the base group in the logit regression:
*****************************************
webuse lbw, clear
logit low age lwt i.race smoke ptl ht ui
margins, dydx(race)
logit low age lwt b2.race smoke ptl ht ui
margins, dydx(race)
*****************************************
T
On Wed, Dec 29, 2010 at 3:36 PM, Haiyong Xu <[email protected]> wrote:
Hi,
Wish you all have wonderful holidays!
My logit model and the output are as follows:
logit psydrgnobzn i.female age i.year, vce(cluster cluster_id)
Logistic regression Number of obs =
40284
Wald chi2(4) =
422.81
Prob > chi2 =
0.0000
Log pseudolikelihood = -26350.649 Pseudo R2 =
0.0127
(Std. Err. adjusted for 13428 clusters in
cluster_id)
------------------------------------------------------------------------------
| Robust
psydrgnobzn | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
1.female | .5114119 .0357798 14.29 0.000 .4412848
.5815389
age | -.0191765 .0023834 -8.05
0.000 -.0238479 -.0145051
|
year |
2006 | .154101 .0147308 10.46 0.000 .1252292
.1829728
2007 | .2495566 .0171274 14.57 0.000 .2159875
.2831257
|
_cons | .5000495 .1866511 2.68 0.007 .13422
.865879
------------------------------------------------------------------------------
After the logit model, I run margins command to get the marginal effect.
. margins, dydx(year)
Average marginal effects Number of obs =
40284
Model VCE : Robust
Expression : Pr(psydrgnobzn), predict()
dy/dx w.r.t. : 2006.year 2007.year
------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
year |
2006 | .0351202 .0033485 10.49 0.000 .0285573
.0416832
2007 | .0575292 .0039259 14.65 0.000 .0498345
.0652239
------------------------------------------------------------------------------
Note: dy/dx for factor levels is the discrete change from the base level.
The year variables has three values 2005, 2006 and 2007. Stata
automatically
set 2005 as the omit group. I wonder if I can set 2006 as the reference
group so that I can get the margin effect between 2006 and 2007.
Thanks.
Haiyong
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