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Re: st: marginal effect after xtlogit model
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: marginal effect after xtlogit model
Date
Tue, 25 Oct 2011 22:49:40 -0500
At 09:15 PM 10/25/2011, ramesh wrote:
Hello,
I am using xtlogit model, which is in the form of: y=
b0+b1.x1+b2.x1*x1+b3.x3 +b4.x4). I have one squared term (x1*x1) and two of
my independent variables (x3 and x4) are binary and after using the 'xtlogit
y x1 c.x1#c.x1 x3 x3' followed by 'margins, dydx(*) atmeans' I got the same
beta coefficient as marginal effect, which is not correct. Is there any idea
to correctly specify the marginal effect?
For binary and other categorical variables, you should explicitly
indicate that the variable is categorical by using the i. notation.
Otherwise margins will assume the variable is continuous. In this case,
xtlogit y x1 c.x1#c.x1 i.x2 i.x3
I also prefer to not use the atmeans option, but some people disagree
about this and it may not make much difference in practice.
I think your main problem, though, is that the default predict option
for xtlogit is (I think) xb. See help xtlogit postestimation##predict
and figure out what option you want to use instead, and specify it as
part of the -predict- option on margins.
-------------------------------------------
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
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