Dear list:
I just found that after using xtlogit (re), the command "margins, dydx(*)" produce identical average marginal effects as the estimated coefficents. This is for both discrete and continuous explanatory variables. Using the same command following logit seems OK. Is this some kind of error on stat's side? Thank you for any response. Shuaizhang * * 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/ 
<> Note that the default prediction after xtlogit, re is the linear prediction, as seen in help xtlogit postestimation. For logit, it is the probability. I guess this is the source of the confusion: margins uses the default predict option after the respective estimation command, unless instructed otherwise... HTH Martin Ursprüngliche Nachricht Von: [hidden email] [mailto:[hidden email]] Im Auftrag von Shuaizhang Feng Gesendet: Montag, 30. November 2009 22:13 An: [hidden email] Betreff: st: marginal effects after xtlogit Dear list: I just found that after using xtlogit (re), the command "margins, dydx(*)" produce identical average marginal effects as the estimated coefficents. This is for both discrete and continuous explanatory variables. Using the same command following logit seems OK. Is this some kind of error on stat's side? Thank you for any response. Shuaizhang * * 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/ 
Thanks for the clarification.
But what should I do after running xtlogit , in order to get results on average marginal effect that are comparable to "logit" and then "margins, dydx(*)"? I have looked at the help files but could not figure this out.  On Mon, 11/30/09, Martin Weiss <[hidden email]> wrote: > From: Martin Weiss <[hidden email]> > Subject: st: AW: marginal effects after xtlogit > To: [hidden email] > Date: Monday, November 30, 2009, 4:54 PM > > <> > > Note that the default prediction after xtlogit, re is the > linear > prediction, as seen in help xtlogit postestimation. For > logit, it is the > probability. I guess this is the source of the confusion: > margins uses the > default predict option after the respective estimation > command, unless > instructed otherwise... > > > > > HTH > Martin > > Ursprüngliche Nachricht > Von: [hidden email] > [mailto:[hidden email]] > Im Auftrag von Shuaizhang Feng > Gesendet: Montag, 30. November 2009 22:13 > An: [hidden email] > Betreff: st: marginal effects after xtlogit > > Dear list: > > I just found that after using xtlogit (re), the command > "margins, dydx(*)" > produce identical average marginal effects as the estimated > coefficents. > This is for both discrete and continuous explanatory > variables. Using the > same command following logit seems OK. Is this some kind of > error on stat's > side? > > Thank you for any response. > > Shuaizhang > > > > * > * 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/ > * * 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 Mon, 30/11/09, Shuaizhang Feng wrote:
> But what should I do after running xtlogit , in order to > get results on average marginal effect that are comparable > to "logit" and then "margins, dydx(*)"? I have looked at the > help files but could not figure this out. The closest you can get is to specify the predict(pu0) option. This will fix the group specific intercept at 0 (= the mean), but otherwise averages the marginal effects over the other explanatory variables. So this is not quite an average marginal effect, but a mixture between the marginal effect at average values for the explanatory variables (the group specific intercepts) and average marginal effects (over the other variables). Purists would probably prefer to use the BLUPs for the intercepts and also average over those. Hope this helps, Maarten  Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl  * * 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 Shuaizhang Feng
The default predict option after xtlogit is xb , which stands for linear prediction. margins uses the default prediction option. If you don't like that you can use pu0. which gives the probability of the specified outcome (outcome()) assuming that the random effect is zero.

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