Re: AW: st: margeff after mlogit

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 02:55 PM 12/12/2013, LIECHTI Lena wrote:
> margins helps, thanks!
>
> Do you know, if there is a possibility to 
> estimate  AMEs properly with the margins command 
> if more than one dummy belong to the same 
> variable (e.g. three levels of education)?
> With the margeff command this would be the option "dummies()"

Use factor variable notation in the estimation command, e.g.

mlogit y i.educ

Do NOT create the dummies yourself.

For an overview of margins and Patric Royston's mcp command, see

http://www3.nd.edu/~rwilliam/xsoc73994/Margins01.pptx

http://www3.nd.edu/~rwilliam/xsoc73994/Margins03.pdf


> ________________________________________
> Von: owner-statalist@hsphsun2.harvard.edu 
> <owner-statalist@hsphsun2.harvard.edu> im 
> Auftrag von Richard Williams <richardwilliams.ndu@gmail.com>
> Gesendet: Donnerstag, 12. Dezember 2013 18:44
> An: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> Betreff: Re: st: margeff after mlogit
>
> A few other thoughts:
>
> I am surprised it won't run with only a 1000
> cases and one variable. That makes me wonder if
> there is something weird about the data or the
> model, e.g. does one category only have 3 cases?
> But, if it is a problem with margeff, maybe switching to margins will fix it.
>
> Consider (at least for exploratory purposes)
> estimating the marginal effects at the means
> (MEMs) rather than the AMEs. This should be far
> less computationally intensive. If problems
> persist, that again makes me wonder about the data or model.
>
> One of the nice things about margeff is that a
> single command will generate all the marginal
> effects. With margins, you have to have a
> separate command for each outcome, e.g. if y has
> 4 categories you need to do something like
>
> mlogit y i.x1 i.x2
> margins, dydx(*) predict(outcome(#1))
> margins, dydx(*) predict(outcome(#2))
> margins, dydx(*) predict(outcome(#3))
> margins, dydx(*) predict(outcome(#4))
>
> Having margins do all the outcomes at once after
> things like mlogit and ologit is on my ongoing
> wish list for each new version of stata.
>
>
> At 09:54 AM 12/12/2013, Maarten Buis wrote:
> >With Stata 12 you can use the official -margins- command instead of
> >the user-written -margeff- command to get the average marginal
> >effects. You would have to use factor variables instead of manually
> >creating the indicator variables; see -help fvvarlist-.
> >
> >Hope this helps,
> >Maarten
> >
> >
> >On Thu, Dec 12, 2013 at 3:11 PM, LIECHTI Lena <lena.liechti@unifr.ch> wrote:
> > > Dear STATA-List ;I am trying to compute
> > average marginal effects via margeff command
> > (example: margeff, dummies(educ_* child* age*
> > zivl* lang* pop*) replace) after a multinomial
> > logistic regression. Stata (SE 12.1) seems to
> > compute something but even after several days,
> > the process is still going on.;I have a huge
> > data set (around 700´000 observations). The
> > dependent variable has three possible outcomes
> > and I include 18 independent variables. But a
> > trial with a much smaller data set (1´000
> > observations) and only one independent variable
> > also takes ages without providing any
> > results.;Does anybody know, why this happens
> > and how to overcome this problem?;Thanks and best regards;Lena
> > >
> > >
> > >
> > > *
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> >
> >
> >
> >--
> >---------------------------------
> >Maarten L. Buis
> >WZB
> >Reichpietschufer 50
> >10785 Berlin
> >Germany
> >
> >http://www.maartenbuis.nl
> >---------------------------------
> >
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>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam


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