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Re: st: restricting margins to significant variables only
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: restricting margins to significant variables only
Date
Fri, 18 Mar 2011 11:18:59 -0500
At 05:23 AM 3/18/2011, Maarten buis wrote:
--- On Fri, 18/3/11, Sunil Kumar wrote:
> I am estimating a logit model with several explanatory
> variables. Only some of these prove to be significant. I
> now want to use the margins command to obtain predicted
> probabilities and/or marginal effects. Is it advisable,
> and if so is there a way, to get margins to base its
> calculations on only those variables which are
> significant?
That is not advisable, see:
<http://www.stata.com/support/faqs/stat/stepwise.html>
Maarten, is that the link you intended? In any event, I agree that it
is a bad idea. If you think some effects should be treated as zero,
then you should re-estimate the model with those variables excluded.
The effects of the remaining variables will likely change, perhaps by
quite a bit.
Having said that, you can always have margins fix some variable
values at 0. That might make good substantive sense in some cases
(e.g. you want to make predictions for a group coded 0) but I don't
see why you would want to do so in this case. Indeed, it would be
silly to fix a variable at 0 when 0 is not a possible or likely value
for the variable.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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