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Re: st: Problem with margins after logit on a person period data
From
Eric Booth <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: st: Problem with margins after logit on a person period data
Date
Wed, 8 Jun 2011 23:03:08 +0000
<>
Get rid of the 'nocons' option in your -logit- command. -mfx- handles nocons, but -margins- doesn't & I'm not sure why this is. E.g.,
*******!
sysuse nlsw88, clear
qui ta grade, g(g_)
logit married g_* south union wage hours tenure, nocons
mfx, predict(p)
logit married i.grade south union wage hours tenure
margins , dydx(_all)
********!
- Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
[email protected]
On Jun 8, 2011, at 5:08 PM, Urmi Bhattacharya wrote:
> Dear Statalisters,
>
> I am running the following logit on a person-period data
>
> logit school_left childage i.childfemale i.urban i.scstobc
> i.casteother i.dadp i.dadm i.momp i.momm wagep wage5 wage8 w
>> age9 distp distm disth percapcons durat1 durat2 durat3 durat4 durat5 durat6 durat7 durat8 durat9 durat10 durat11, nocon
>> s nolog
>
> Logistic regression Number of obs = 47569
> Wald chi2(28) = 14601.42
> Log likelihood = -14502.393 Prob > chi2 = 0.0000
>
> ------------------------------------------------------------------------------
> school_left | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> childage | -.1413654 .006069 -23.29 0.000 -.1532605 -.1294703
> 1.childfem~e | .0212387 .0306462 0.69 0.488 -.0388266 .0813041
> 1.urban | .0124911 .0368072 0.34 0.734 -.0596497 .0846319
> 1.scstobc | 1.972676 .1234074 15.99 0.000 1.730802 2.21455
> 1.casteother | 1.883233 .125722 14.98 0.000 1.636822 2.129643
> 1.dadp | .680585 .044327 15.35 0.000 .5937057 .7674643
> 1.dadm | .3872552 .0506982 7.64 0.000 .2878886 .4866217
> 1.momp | 1.351053 .0835161 16.18 0.000 1.187364 1.514741
> 1.momm | .9494066 .0918146 10.34 0.000 .7694532 1.12936
> wagep | -.0281962 .0061845 -4.56 0.000 -.0403176 -.0160748
> wage5 | -.0040992 .0045604 -0.90 0.369 -.0130373 .004839
> wage8 | .021027 .0043869 4.79 0.000 .0124289 .0296251
> wage9 | .0159427 .0022335 7.14 0.000 .0115652 .0203203
> distp | -.0355589 .0162329 -2.19 0.028 -.0673748 -.0037431
> distm | -.0024083 .0112658 -0.21 0.831 -.0244888 .0196722
> disth | .0186932 .0039384 4.75 0.000 .010974 .0264124
> percapcons | -.0001459 .0000278 -5.26 0.000 -.0002003 -.0000915
> durat1 | -5.771466 .1406919 -41.02 0.000 -6.047217 -5.495715
> durat2 | -4.947835 .1222363 -40.48 0.000 -5.187414 -4.708256
> durat3 | -4.690019 .1193602 -39.29 0.000 -4.923961 -4.456078
> durat4 | -4.054464 .1132586 -35.80 0.000 -4.276447 -3.832481
> durat5 | -3.055883 .1082449 -28.23 0.000 -3.268039 -2.843727
> durat6 | -3.560284 .1130896 -31.48 0.000 -3.781936 -3.338633
> durat7 | -2.825943 .1099477 -25.70 0.000 -3.041436 -2.610449
> durat8 | -2.238741 .1094063 -20.46 0.000 -2.453173 -2.024308
> durat9 | -1.427979 .1099217 -12.99 0.000 -1.643421 -1.212536
> durat10 | -.3967904 .1152271 -3.44 0.001 -.6226313 -.1709495
> durat11 | -2.168164 .1486318 -14.59 0.000 -2.459477 -1.876851
> ------------------------------------------------------------------------------
>
> .
> end of do-file
>
> Since I am interested in the marginal effects of the variables on the
> probability of hazard,
>
> I do
>
> margins,dydx(*)
>
> But this gives me the following output
>
> margins,dydx(*)
>
> Average marginal effects Number of obs = 47569
> Model VCE : OIM
>
> Expression : Pr(school_left), predict()
> dy/dx w.r.t. : childage 1.childfemale 1.urban 1.scstobc 1.casteother
> 1.dadp 1.dadm 1.momp 1.momm wagep wage5 wage8
> wage9 distp distm disth percapcons durat1 durat2 durat3
> durat4 durat5 durat6 durat7 durat8 durat9
> durat10 durat11
>
> ------------------------------------------------------------------------------
> | Delta-method
> | dy/dx Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> childage | (not estimable)
> 1.childfem~e | (not estimable)
> 1.urban | (not estimable)
> 1.scstobc | (not estimable)
> 1.casteother | (not estimable)
> 1.dadp | (not estimable)
> 1.dadm | (not estimable)
> 1.momp | (not estimable)
> 1.momm | (not estimable)
> wagep | (not estimable)
> wage5 | (not estimable)
> wage8 | (not estimable)
> wage9 | (not estimable)
> distp | (not estimable)
> distm | (not estimable)
> disth | (not estimable)
> percapcons | (not estimable)
> durat1 | (not estimable)
> durat2 | (not estimable)
> durat3 | (not estimable)
> durat4 | (not estimable)
> durat5 | (not estimable)
> durat6 | (not estimable)
> durat7 | (not estimable)
> durat8 | (not estimable)
> durat9 | (not estimable)
> durat10 | (not estimable)
> durat11 | (not estimable)
> ------------------------------------------------------------------------------
> Note: dy/dx for factor levels is the discrete change from the base level.
>
> Can someone explain what am I doing wrong? How do I get the marginal
> effects after running the logit?
>
> Best
>
> Urmi
> *
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*
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