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Re: st: predicting marginal effects in a conditional logit model with fixed effects


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: predicting marginal effects in a conditional logit model with fixed effects
Date   Thu, 19 Apr 2012 10:06:39 +0200

On Wed, Apr 18, 2012 at 7:31 PM, Stefanie Kneer wrote:
> I have a question with respect to the conditional logit model with
> individual fixed efffects for a panel.
> Is there any chance to calculate marginal effects or something similar
> to it for such a model in stata?
> I tried the command
> command mfx compute, predict (pu0)
> which however drops the assumption of having fixed effects.
> The last entry to this question was in 2005 so i was wondering whether
> maybe a new method has turned up to calculate the magnitude of the
> coefficients?
> The reason why I am asking is because according to Ai and Norton(
> 2003) one cannot even interprete the signs of the coefficients.

The answer is in Buis (2010).

-- Maarten

Ps. I know I am violating Statalist FAQ rules, but this is just to
illustrate how inconsiderate it is that Stefanie is requiring us to
track down an incomplete reference.

Pps. the answer is really in Buis (2010).

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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