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Re: st: Problem with margins after logit on a person period data
From
Urmi Bhattacharya <[email protected]>
To
[email protected]
Subject
Re: st: Problem with margins after logit on a person period data
Date
Wed, 8 Jun 2011 22:31:46 -0400
Hi,
I dropped one of the duration dummies durat1 and ran the following
logit regression
logit school_left childage i.childfemale i.urban i.scstobc
i.casteother i.dadp i.dadm i.momp i.momm wagep wage5 wage8 wage9 distp
dist
> m disth percapcons durat2 durat3 durat4 durat5 durat6 durat7 durat8 durat9 durat10 durat11, nolog
I then used margins as follows
margins , dydx(_all)
I got results.
However, when i used the lame logit regreesion and then used mfx, I
got the following error message
default predict() is unsuitable for marginal-effect calculation
Why would i get error with mfx and not with margin?
Best
Urmi
On Wed, Jun 8, 2011 at 8:17 PM, Richard Williams
<[email protected]> wrote:
> I don't think margins likes it when you use the noconstant option. Is it
> really necessary for your model?
>
> At 05:08 PM 6/8/2011, 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
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/