Re: st: st: Interpreting mfx & margeff Coefficients from GLM

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 04:01 PM 4/2/2012, Clifton Chow wrote:
> Stata listers,
>
> I ran a glm log link (family gamma from modified park's test) on my 
> dataset in which the dependent variables is hours worked.  To 
> interpret the coefficients in the model, I transformed it via mfx 
> and margeff.  I have a couple of questions about interpreting the 
> coefficients after transformation;
> 1. Is mfx mainly appropriate for indicator explanatory variables and 
> margeff for continous ones?
> 2. Can I interpret the results of the mfx coefficients in the raw 
> scale (i.e. hours)?
> 3. What does the column in the far right X referred to in the mfx output?
Most people are going to want to use the -margins- command rather 
than the older -mfx- or -margeff-. The far right column in -mfx- is 
the mean of the X variable. I am not sure what is happening with this 
particular combo of link and family, but an intro to -margins- is at 
http://www.nd.edu/~rwilliam/stats/Margins01.pdf .
> Below is my partial mfx output from GLM:
>
>      y  = Predicted mean hours (predict)
>          =  8.7005381
> ------------------------------------------------------------------------------------------------
>      variable |      dy/dx    Std. Err.     z    P>|z|  [    95% 
> C.I.   ]      X
> ---------+--------------------------------------------------------------------------------------
>           X1*|   8.891796     1.83527    4.84   0.000   5.29474 
> 12.4889   .237385
>           X2*|  -5.151794     1.41499   -3.64   0.000  -7.92513 
> -2.37846   .519545
> (*) dy/dx is for discrete change of dummy variable from 0 to 1
>
> 4. For margeff, to interpret these in hours, should I exp(margeff 
> coefficient)?
>
> Average partial effects after glm
>       y  = log(hours)
>
> ------------------------------------------------------------------------------
>     variable |      Coef.   Std. Err.      z    P>|z|     [95% 
> Conf. Interval]
> -------------+----------------------------------------------------------------
>  X1         |      16.5519     3.9611     4.18   0.000     8.788287 
>     24.31551
>  X2         |  -7.379914   1.553438    -4.75   0.000     -10.4246   -4.335232
>
>
> Thanks
> *
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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*
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