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Re: st: Outreg for asclogit
From
Wameq Raza <[email protected]>
To
[email protected]
Subject
Re: st: Outreg for asclogit
Date
Wed, 3 Oct 2012 11:31:09 +0200
Hi John,
Thank you yet again for coming through! I'll give this a shot and let
you know how it goes.
Best
Wameq
On Wed, Oct 3, 2012 at 6:39 AM, John Luke Gallup <[email protected]> wrote:
> Wameq,
>
> -outreg- (and probably -outreg2- and -estout-) don't handle marginal effects after -asclogit- because the results are saved in a very non-standard format.
>
> -estat mfx-, which is only for use after -asclogit- saves the marginal effects in r() matrices named after the logit categories.
>
> Things you can't do in -outreg- you can still do with a bit of work with -frmttable-, which is the formatting engine distributed with -outreg-.
>
> The following code creates an -outreg- compatible table (which can be merged, etc.) showing the marginal effects with t-statistics below them and asterisks for significance.
>
> First I calculate the marginal effects:
>
> webuse choice, clear
> asclogit choice dealer, case(id) alternatives(car) casevars(sex income)
> estat mfx, at(sex=0 dealer=1)
>
> Then I create a Stata matrix holding the marginal effects and t-stats (`b') and an indicator matrix for where the stars go (`stars', using the mata command). These are passed to -frmttable- to create a Word table (or TeX table) with the results.
>
> tempname b stars
> loc ctitl `""","""'
> forvalues i = 1/`e(k_alt)' {
> tempname b`i'
> mat `b`i'' = r(`e(alt`i')')
> mat `b' = (nullmat(`b'), `b`i''[.,1..1], `b`i''[.,3..3])
> mat `stars' = (nullmat(`stars'), `b`i''[.,4..4])
> loc ctitl `"`ctitl' ,`e(alt`i')'"'
> }
> mata: st_matrix("`stars'", (abs(st_matrix("`stars'")):<0.05) + ///
> (abs(st_matrix("`stars'")):<0.01))
> frmttable using ascmfx, statmat(`b') substat(1) ///
> annotate(`stars') asymbol("*","**") ctitle(`ctitl') ///
> replace note("* p<0.05; ** p<0.01")
>
> You could adapt this to report standard errors, p-values, or change the stars, etc. if you want.
> Here's the table:
>
> ---------------------------------------------------
> American Japan Europe
> ---------------------------------------------------
> dealer American 0.02* -0.01 -0.00
> (2.29)* (-2.34) (-1.66)
> Japan -0.01* 0.02 -0.00
> (-2.34) (1.83) (-1.03)
> Europe -0.00 -0.00 0.01
> (-1.66) (-1.03) (1.30)
> casevars sex* 0.03 -0.16 0.13
> (0.38)* (-2.03) (1.76)
> income -0.01** 0.01 0.00
> (-2.95) (1.96) (1.14)
> ---------------------------------------------------
> * p<0.05; ** p<0.01
>
>
> John
>
>
> On Oct 2, 2012, at 1:38 PM, Wameq Raza <[email protected]> wrote:
>
>> Hi everyone,
>> I was wondering if anyone could kindly tell me if there's a way to get
>> the marginal effects of a asclogit model that I'm running
>> into a table using outreg.
>> More specifically, I'm generating the marginal effects using: estat
>> mfx, var (variables); i'm doing this for both alt specific and
>> case specific vars.
>> Any help would be much appreciated!
>> Best
>> Wameq
>>
>> --
>> W A M E Q R A Z A
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>
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
--
W A M E Q R A Z A
*
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