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Re: st: MIXLOGIT: marginal effects
From
Arne Risa Hole <[email protected]>
To
[email protected]
Subject
Re: st: MIXLOGIT: marginal effects
Date
Mon, 6 Feb 2012 13:18:34 +0000
Dear Davide,
I haven't created a module for calculating marginal effects after
-mixlogit- but this can be done using simulation as follows:
1) Use -mixlpred- to calculate predicted probabilities in the base scenario
2) Increase the relevant variable by 1 unit for all individuals in the sample
3) Use -mixlpred- to calculate predicted probabilities in the
alternative scenario
4) Calculate the difference between the predicted probabilities in 1)
and 3) and average this difference over individuals. This gives you an
estimate of the marginal effect.
The drawback of this approach is that it does not give you standard
errors. In principle you could use the bootstrap but since mixed logit
models typically take long to estimate this is usually not practical.
I hope this helps.
Arne (author of -mixlogit-)
On 6 February 2012 12:57, Davide Castellani <[email protected]> wrote:
> Dear all,
>
> I am new to the mixlogit program. I was wondering how to work out marginal
> effects ( and SEs of MEs).
>
> Any help would be welcome.
>
> Regards,
> Davide Castellani
>
>
>
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