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From | Maarten Buis <maartenlbuis@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: odds ratios and confidence intervals after mlogit with a dummy X |
Date | Wed, 6 Mar 2013 09:57:38 +0100 |
In the previous example the last digit of the last standard error differed between -mlogit- and -lincom-. Though it would not worry me as in a model using real data those last digits are random noice anyhow, you can get exactly the same standard errors by creating your variables as -double-s: *------------------ begin example ------------------ sysuse auto, clear recode rep78 1/2=3 gen double weightd = (weight -3000) / 2000 gen double priced = (price - 6000) / 1000 mlogit rep78 c.priced##i.foreign weightd, rrr est store base // OR of foreign for 1 unit increase in price lincom _b[4:1.foreign] + _b[4:1.foreign#c.price], rrr // reproduce those estimates with -mlogit- // its the main effect of foreign gen double price1 = priced - 1 mlogit rep78 c.price1##i.foreign weight, rrr // OR of foreign for 2 unit increase in price est restore base // return to our original -mlogit- model lincom _b[4:1.foreign] + 2*_b[4:1.foreign#c.price], rrr di 27.88998 * 1.788271^2 // same result as lincom 89.189734 // reproduce those estimates with -mlogit- // its the main effect of foreign gen double price2 = priced - 2 mlogit rep78 c.price2##i.foreign weight, rrr *------------------- end example ------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten > On Wed, Mar 6, 2013 at 2:48 AM, Jeremy Reynolds wrote: >> If I want to get the odds ratio of foreign for values of price (rather >> than the odds ratios of price for foreign cars) <snip> >> I'm not sure, however, how to replicate these results (primarily the >> first one) with mlogit. On Wed, Mar 6, 2013 at 9:43 AM, Maarten Buis wrote: > *------------------ begin example ------------------ > sysuse auto, clear > recode rep78 1/2=3 > replace weight = (weight -3000) / 2000 > replace price = (price - 6000) / 1000 > > mlogit rep78 c.price##i.foreign weight, rrr > est store base > > // OR of foreign for 1 unit increase in price > lincom _b[4:1.foreign] + _b[4:1.foreign#c.price], rrr > > // reproduce those estimates with -mlogit- > // it is the main effect of foreign > gen price1 = price - 1 > mlogit rep78 c.price1##i.foreign weight, rrr > > // OR of foreign for 2 unit increase in price > est restore base // return to our original -mlogit- model > lincom _b[4:1.foreign] + 2*_b[4:1.foreign#c.price], rrr > di 27.88998 * 1.788271^2 // same result as lincom 89.189734 > > // reproduce those estimates with -mlogit- > // it is the main effect of foreign > gen price2 = price - 2 > mlogit rep78 c.price2##i.foreign weight, rrr > *------------------- end example ------------------- > (For more on examples I sent to the Statalist see: > http://www.maartenbuis.nl/example_faq ) --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/