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st: Big Differences of Significance in Marginal Effect Estimation using margeff
From
"[email protected]" <[email protected]>
To
[email protected]
Subject
st: Big Differences of Significance in Marginal Effect Estimation using margeff
Date
Wed, 18 May 2011 16:07:21 -0400
Hi
I am running Poisson regression. The following is the result of Poisson
regression with beta coefficients
. poisson y x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11
Iteration 0: log likelihood = -55.606422
Iteration 1: log likelihood = -55.422123
Iteration 2: log likelihood = -55.42153
Iteration 3: log likelihood = -55.42153
Poisson regression Number of obs =
55
LR chi2(11) =
66.47
Prob > chi2 =
0.0000
Log likelihood = -55.42153 Pseudo R2 =
0.3749
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
x1 | .0893232 .1247445 0.72 0.474 -.1551715
.3338179
x2 | -.092306 .1944331 -0.47 0.635 -.4733877
.2887758
x3 | -.0031832 .2545593 -0.01 0.990 -.5021103
.4957439
x4 | .2289895 .2351569 0.97 0.330 -.2319095
.6898885
x5 | .2321194 .1386073 1.67 0.094 -.0395461
.5037848
x6 | -.052605 .0149259 -3.52 0.000 -.0818592
-.0233508
x7 | -.044577 .0101308 -4.40 0.000 -.0644329
-.024721
x8 | .9073838 .5661389 1.60 0.109 -.2022281
2.016996
x9 | 3.787379 1.812603 2.09 0.037 .2347426
7.340016
x10 | .018216 .3453795 0.05 0.958 -.6587154
.6951475
x11 | .1276374 .3505633 0.36 0.716 -.5594541
.8147288
_cons | -34.79901 15.58228 -2.23 0.026 -65.33972
-4.258305
------------------------------------------------------------------------------
As you can see there are a few independent variables that are not
significant at .1 level.
The following is the result after mfx.
. mfx
Marginal effects after poisson
y = Predicted number of events (predict)
= .51368381
------------------------------------------------------------------------------
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
x1 | .0458839 .06442 0.71 0.476 -.080375 .172142
1.52727
x2 | -.0474161 .10046 -0.47 0.637 -.244321 .149489
.044021
x3 | -.0016352 .13076 -0.01 0.990 -.257914 .254643
2.98182
x4 | .1176282 .12433 0.95 0.344 -.126053 .361309
2.30909
x5 | .119236 .06652 1.79 0.073 -.011137 .249609
1.67273
x6 | -.0270223 .00895 -3.02 0.003 -.044562 -.009483
51.9964
x7 | -.0228985 .00574 -3.99 0.000 -.034146 -.011651
59.5873
x8 | .4661084 .25856 1.80 0.071 -.040655 .972871
5.27121
x9 | 1.945515 .91814 2.12 0.034 .146001 3.74503
8.88313
x10 *| .009359 .17759 0.05 0.958 -.338702 .35742
.490909
x11 *| .0666069 .18605 0.36 0.720 -.298046 .43126
.381818
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
The statistical significance did not change although marginal effects at
mean and their corresponding standard errors changed.
The following is the result of average partial effects using margeff
. margeff
Average partial effects after poisson
y = E(y) (expected number of counts)
------------------------------------------------------------------------------
variable | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
x1 | .0926945 .0066891 13.86 0.000 .0795841
.1058048
x2 | -.0956625 .0103587 -9.23 0.000 -.1159653
-.0753598
x3 | -.003299 .0135354 -0.24 0.807 -.0298279
.02323
x4 | .2393958 .0129356 18.51 0.000 .2140425
.2647492
x5 | .2427261 .0077471 31.33 0.000 .2275421
.25791
x6 | -.0545182 .0008759 -62.25 0.000 -.0562348
-.0528015
x7 | -.0461981 .0006235 -74.10 0.000 -.0474201
-.0449761
x8 | .9403796 .0307734 30.56 0.000 .8800649
1.000694
x9 | 3.925102 .100002 39.25 0.000 3.729102
4.121102
x10 | .0190514 .0187024 1.02 0.308 -.0176047
.0557075
x11 | .1410915 .0211994 6.66 0.000 .0995414
.1826415
------------------------------------------------------------------------------
As you can see, those insignificant variables turned out to be very
statistically significant.
Why does this happen?
Thanks
SR
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