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st: Plot probability function after xtlogit, re - how to interpret constant?
From
Felix Wilke <[email protected]>
To
statalist <[email protected]>
Subject
st: Plot probability function after xtlogit, re - how to interpret constant?
Date
Thu, 23 May 2013 13:19:28 +0200
Dear Statalist,
I have some longitudinal models (xtlogit, re) containing interaction effects.
Now I would like to plot the effect of the interaction effects.
Therefore I use a function like the following (x2 being a dummy
variable):
twoway function
y0=exp(_b[_cons]+_b[x1]*x)/(1+exp(_b[_cons]+_b[x1]*x)), range(0 4) ||
function y1=exp(_b[_cons]+_b[x2]+_b[x1]*x+_b[interaction_x1x2]*x)/(1+exp(_b[_cons]+_b[x2]+_b[x1]*x+_b[interaction_x1x2]*x))
The shape of the function display the effects as expected. My problem,
however, is the estimated probability. It is unrealistic low - if I
repeat the same regression as a cross-section analysis I get proper
probabilities.
I guess the constant in an xtlogit,re model is to be interpreted
differently than in a cross sectional logit model. Is this right? And
how do I interpret the estimated probabilities in a xtlogit, re model?
Thanks a lot
felix
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