re: Re: st: MIXLOGIT: marginal effects

[Christopher Baum <kit.baum@bc.edu>]

<>
Brendan said

To play devil's advocate, let me mention Mood (2010), who argues that
where unobserved heterogeneity makes it invalid to compare log-odds
estimates sizes across samples, the LPM estimate can be more consistent.


To be pedantic (hey--it's my day job): for an econometrician, consistency is analogous to pregnancy:
you are or you aren't. You often see discussions of relative efficiency, but I've never heard anyone
argue for relative consistency.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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