I am trying to obtain the marginal effect after using gllamm.
I have looked at prior posts which explain that one cannot use the command mfx and one should instead use the command gllapred. However, I don't quite see how it is equivalent. I am putting an example next that I ran with STATA 10. use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta gen gm = (matach > 10) logit gm minority female mfx gives me variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X ---------+-------------------------------------------------------------------- minority*| -.2380667 .01292 -18.43 0.000 -.26339 -.212743 .274739 female*| -.0772496 .01146 -6.74 0.000 -.099714 -.054785 .528184 ------------------------------------------------------------------------------ I would like to be able to replicate this with gllamm, just to make sure that I understand what I am doing. gllamm gm minority female , i(one) link(logit) gllapred pred, mu marg Now my question is how do I go from here to obtaining the coefficient for dy/dx and Std.Err. that I obtained with mfx? Richard * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
On Wed, Dec 8, 2010 at 10:51 AM, richard boylan <[hidden email]> wrote:
> I am putting an example next that I ran with STATA 10. > > use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta > gen gm = (matach > 10) matach not found r(111); -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
Sorry!!! (copy and pasted the part of the code where I made a typo)
Here is the correct one gen gm = (mathach > 10) On Wed, Dec 8, 2010 at 11:05 AM, Stas Kolenikov <[hidden email]> wrote: > On Wed, Dec 8, 2010 at 10:51 AM, richard boylan <[hidden email]> wrote: >> I am putting an example next that I ran with STATA 10. >> >> use http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12.dta >> gen gm = (matach > 10) > > matach not found > r(111); > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
On Wed, Dec 8, 2010 at 11:22 AM, richard boylan <[hidden email]> wrote:
> Sorry!!! (copy and pasted the part of the code where I made a typo) > > Here is the correct one > > gen gm = (mathach > 10) > math achievement, not mother attachment :) -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ |
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In reply to this post by richard boylan-2
One circuitous option is to run the -gllamm- command through -xtlogit-, and then use run -margins- (or mfx). Credit goes to David Jaeger who posted the solution on the Statalist in 2006 (http://statalist.blogspot.com/2006/03/re-st-gllamm-and-marginal-effects.html).
For a random effects probit model, here's a slightly modified version of Jaeger's code: gllamm y x1 x2 x3 , i(id) link(probit) fam(binom) adapt matrix a=e(b) * local n=colsof(a) * matrix a[1,`n']=ln(a[1,`n']) xtprobit y x1 x2 x3 , re i(id) from(a,copy) intpoints(30) iterate(0) margins, dydx(*) predict(pu0) I commented out two lines, because the code wouldn't run with them and I seemed to be getting the correct answers without them. If they are essential, I would love to know. This approach can be modified for -xtlogit- and many other estimation commands. Justin |
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Dear jsw,
I've been looking for the solution for this question for quite a while and feel so exited to see this post. As I am a beginner and do not have sufficient skill to make the modification, could you please explain how this can be adapted to a 'logit' link function? Many thanks! aa |
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