------------------------------------------------------------------------------- help forfmlogit postestimation-------------------------------------------------------------------------------

Title

fmlogit postestimation-- Postestimation tools for fmlogit

Descriptionpost estimation tool specifically for fmlogit:

dfmlogitdisplays discrete changes and marginal effects after fmlogit.

The following standard postestimation commands are also available:

command description ------------------------------------------------------------------------- INCLUDE help post_estat INCLUDE help post_estimates INCLUDE help post_lincom INCLUDE help post_lrtest INCLUDE help post_mfx INCLUDE help post_nlcom

predictpredictions INCLUDE help post_predictnl INCLUDE help post_suest INCLUDE help post_test INCLUDE help post_testnl -------------------------------------------------------------------------

dfmlogitit: displaying discrete changes and marginal effects from fmlogit outpu> t

Syntax

dfmlogit[,at(variables_and_values)]

Description

dfmlogitdisplays the change in predicted dependent variable for three types of discrete changes in explanatory variable and the marginal effects:

Discrete Changes

Min --> Maxshows the change in predicted dependent variable when the explanatory variable changes from its minimum value to its maximum value, while keeping all other explanatory variables at their specified values (by default the mean). This is the only effect shown for dummy variables (variables with only two distinct values).

+-SD/2shows the change in predicted dependent variable when the explanatory variable moves from half a standard deviation below its specified value (by default the mean) to half a standard deviation above its specified value, while keeping all other variables at their specified values. In other words: It shows the effect of a standard deviation change in explanatory variable, centered around the specified value, on the predicted dependent variable.

+-1/2shows the change in predicted dependent variable when the explanatory variable moves from half a unit below its specified value to half a unit above its specified value, while keeping all other variables at their specified values. In other words: It shows the effect of a unit change in explanatory variable, centered around the specified value, on the predicted dependent variable.

Marginal Effects

MFX at xshows the marginal effect of each (non dummy) variable, while keeping all variables at their specified values. The marginal effect is the change in predicted dependent variable for a unit change in the explanatory variable, assuming that the effect doesn't change over that interval.

Options

at(variables_and_values)allow the user to specify at which values of the explanatory variables the effects are calculated.variables_and_valuesis an alternating list of variables and either numeric values or mean, median, min, max, p1, p5, p10 p25, p50, p75, p90, p95, p99. The default is mean for all variables. The statistics p1, p5, ..., p99, are the 1st, 5th, ..., 99th percentile.

Examples

use http://fmwww.bc.edu/repec/bocode/c/citybudget.dta, clear

fmlogit governing safety education recreation social urbanplanning, ///eta(minorityleft noleft houseval popdens)

dfmlogit, at(minorityleft 0 noleft 0 )(click to run)

predict[type]newvar[if] [in] [,statisticoutcome(varname)equation(eqno)]

statisticDescription -------------------------------------------------------------------------xbxb, the linear predictorstdpstandard error of the predictionprproportionscorefirst derivative of the log likelihood with respect to the linear predictor. -------------------------------------------------------------------------

Options for predict

outcome(varname)specifies the outcome. This option may only be used with theproption.

equation(#)specifies the equation, as in predict. This option may only be used with thexb,stdp, andscoreoptions.

Also seeOnline: help for

fmlogit,estimates,lincom,lrtest,mfx,nlcom,predictnl,suest,test,testnl