RE: st: Problem getting margins after gllamm command

["William Buchanan" <william@williambuchanan.net>]

I'm not to sure either of those links would be helpful given the difference between mixed-effects logit models and ordered probit.  

Re James:  What was the reason that you chose to use -gllamm- (from SSC) instead of -oprobit-?  Additionally, if the dependent variable is the count of the number of firms entering a specific market at time t, wouldn't models for count data better model the relationships or were these counts recoded into categorical values?  

You should identify which version of Stata you are using as well.  Given the development of -margins- it isn't clear exactly why you were using the -mfx- command.  

In either case, you can probably get better responses from the Stata list if you provide more explicit details about your data, model, and what you imagine the solution to look like.

HTH,
Billy


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Milena Przheska
Sent: Wednesday, August 21, 2013 5:52 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Problem getting margins after gllamm command

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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