xtlogit模型结果怎么与边际效应结果一样？

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   xtlogit y x1 x2 x3
   margins,dydx(*) atmeans
   以上两个命令得到的系数及标准差结果是一摸一样的，为什么呢？

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关键词：xtlogit logit模型 logit 边际效应 tlo 模型

margins,dydx(*)   predict(pu0)

蓝色 发表于 2014-1-18 18:03
margins,dydx(*)   predict(pu0)

试过了，可以解决！谢谢！

蓝色 发表于 2014-1-18 18:03
margins,dydx(*)   predict(pu0)

版主，再问一下，边际效应怎么导出来呢？我用了esttab命令，边际效应和xtlogit回归的导出结果是一样的，用了outreg2 using myfile 也是出现回归和边际效应相同的结果。求解

版主，再问一下，边际效应怎么导出来呢？我用了esttab命令，边际效应和xtlogit回归的导出结果是一样的，用了outreg2 using myfile 也是出现回归和边际效应相同的结果。求解

我用margins,dydx(*)   predict(pu0)也解决了边际效应和probit回归一样的问题，请问predict（pu0）的含义是什么呢？

蓝色 发表于 2014-1-18 18:03
margins,dydx(*)   predict(pu0)

请问predict(pu0)的含义是什么呢？谢谢！

Its similar to atmeans under logistic.  For random effect, we need to fix the random variable, 0 is as mean of the random variable, I think.

Title

    [XT] xtlogit postestimation -- Postestimation tools for xtlogit


Description

    The following postestimation commands are available after xtlogit:

    Command          Description
    ---------------------------------------------------------------------------------------------------------------------
        contrast     contrasts and ANOVA-style joint tests of estimates
    (1) estat        AIC, BIC, VCE, and estimation sample summary
        estimates    cataloging estimation results
        hausman      Hausman's specification test
        lincom       point estimates, standard errors, testing, and inference for linear combinations of coefficients
        lrtest       likelihood-ratio test
    (2) margins      marginal means, predictive margins, marginal effects, and average marginal effects
        marginsplot  graph the results from margins (profile plots, interaction plots, etc.)
        nlcom        point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients
        predict      predictions, residuals, influence statistics, and other diagnostic measures
        predictnl    point estimates, standard errors, testing, and inference for generalized predictions
        pwcompare    pairwise comparisons of estimates
        test         Wald tests of simple and composite linear hypotheses
        testnl       Wald tests of nonlinear hypotheses
    ---------------------------------------------------------------------------------------------------------------------
    (1) estat ic is not appropriate after xtlogit, pa.
    (2) The default prediction statistic for xtlogit, fe, pu1, cannot be correctly handled by margins; however, margins
        can be used after xtlogit, fe with the predict(pu0) option or the predict(xb) option.


Syntax for predict

    Random-effects model

        predict [type] newvar [if] [in] [, RE_statistic nooffset]

    Fixed-effects model

        predict [type] newvar [if] [in] [, FE_statistic nooffset]

    Population-averaged model

        predict [type] newvar [if] [in] [, PA_statistic nooffset]

    RE_statistic   Description
    ---------------------------------------------------------------------------------------------------------------------
    Main
      xb           linear prediction; the default
      pu0          probability of a positive outcome assuming the random effect is zero
      stdp         standard error of the linear prediction
    ---------------------------------------------------------------------------------------------------------------------

    FE_statistic   Description
    ---------------------------------------------------------------------------------------------------------------------
    Main
      pc1          probability of a positive outcome conditional on one positive outcome within group; the default
      pu0          probability of a positive outcome assuming the fixed effect is zero
      xb           linear prediction
      stdp         standard error of the linear prediction
    ---------------------------------------------------------------------------------------------------------------------

    PA_statistic   Description
    ---------------------------------------------------------------------------------------------------------------------
    Main
      mu           probability of depvar; considers the offset()
      rate         probability of depvar
      xb           linear prediction
      stdp         standard error of the linear prediction
      score        first derivative of the log likelihood with respect to xb
    ---------------------------------------------------------------------------------------------------------------------

    These statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the
      estimation sample.
    The predicted probability for the fixed-effects model is conditional on there being only one outcome per group.  See
      [R] clogit for details.

蓝色 你好， 我想请教您一个关于在"Panel logit model with random effects" 模型中计算边际效应的问题。 请问在STATA 中计算这个模型 (xtlogit..., re)的边际效应的程序是: margins, dydx(*) predict(pu0) 吗? 这个在STATA手册的什么地方可以找到? 期待您的答复 很急