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st: RE: marginal effect Nested Logit regression


From   Jan Bryla <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: marginal effect Nested Logit regression
Date   Tue, 11 Jan 2011 16:41:26 +0100

Hi Alfredo
With models of this type there is a difference between coefficients and marginal effects (because of the definition of a marginal effect in discrete response models you can only comment on the sign on the coefficient). I think Wooldridge "Econometric analysis of cross-section and panel data" around p. 500 explains it much better than I could do in any e-mail.  

To obtain marginal effects you can most often apply the -mfx or -margins upon estimation. See for instance http://www.stata.com/help.cgi?clogit+postestimation

Hope this gets you in the right direction.

Jan Bryla
The Danish Bankers Association

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of alfredo jimenez palmero
Sent: 11. januar 2011 15:50
To: [email protected]
Subject: st: marginal effect Nested Logit regression






Hi stata users!

i got a comment from a reviewer i do not really understand. He says:


"The author does not indicate whether the coefficients in Table 1 are marginal effects or not".
 


Table 1 includes the result from a Nested and a Conditional Logit Model. What does that "marginal effect" mean? Should the coefficient I got from the NLM and the CLM be interpreted in a different way than in ordinary regressions?

Thank you very much!

Alfredo 		 	   		  
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