Re: st: Problem getting margins after gllamm command

[Milena Przheska <milena.przheska@cosmicdevelopment.com>]

I think you may find the following links useful

http://www.ats.ucla.edu/stat/stata/faq/predictive_margins_xtmelogit.htm

http://www.ats.ucla.edu/stat/stata/faq/xtmelogit_prob.htm

Hope this helps.

Best,
Milena Przheska

On Tue, Aug 20, 2013 at 8:43 PM, James Joaquim de Almeida Otterson
<james.otterson@ipea.gov.br> wrote:
> I am trying to estimate the number of companies entering certain markets using panel data. To do so, I ran an ordered probit regression in Stata using the gllamm package. The number of companies goes from 0 to 5. The command is as follows (where id = a fixed market):
>
> gllamm NCompanies independentVariables, i(id) link(oprobit)
>
> The outcome, if I understood it correctly, gives the cut points of a latent variable and the impact each independent variable has on the latent variable. So far so good to me, I ran into troubles when I tried to estimate the marginal effects using the commands mfx or margins. When I type
>
> mfx, dydx
>
> I get exactly the same results as displayed by the gllamm (?!) minus the cut points. So, I donմ know if the gllamm was already showing the marginal effects or if it was showing the impact on the latent variable... if I type
>
> mfx, eydx
>
> the outcome differ from the previous mfx - so, I am tending to believe that it was not a bug on themfx command, but that gllamm was already yielding the marginal effects. To check this, I tried to themargins command:
>
> margins, atmeans continuous
>
> this gives a completely different answer then the previous ones - and the command
> margins, atmeans dydx(independent_variables) continuous
>
> does not converge. Does any one knows the answer to the following questions?
> 1) Is the gllamm already giving the marginal effects in the above case?
> 2) Am I using the margins command in the wrong way if I want to compute the marginal effects of each independent variable (they are all continuous)? If so, what should I do instead?
>
>
> I am not sure if it is OK to include a second (though related) question: after mfx or the margins command, I do not know how to get the result in latex format (outreg2 does not work).  Does anyone knows how to get it?
>
> Thanks a lot
> James Otterson
> Ipea, Brazil.
>
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