estimation of ordered logit

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drabid
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Joined: Fri Nov 07, 2014 2:21 pm

estimation of ordered logit

Postby drabid » Fri Nov 07, 2014 2:49 pm

Hi, I have been facing a problem in estimating the marginal effects for ordered logit model: at average and for the whole sample.
My ordered model has dependent var with 3 responses + 3 explanatory vars as follows:
I_DH = C(1)*COST + C(2)*DUM + C(3)*YD
I have estimated the model (using Eviews8) and then made a model and solved it and got the probabilities for each response:-
dh_1_0
dh_2_0
dh_3_0
and the calculated latent var:
i_dh_0
The limit Points:
LIMIT_2:C(4)
LIMIT_3:C(5)

My questions are:-
1- what is the command for estimating the marginal effects for each explanatory var?
2- what is the command for estimating the average marginal effects as used in place of the coefficients
P/N: I have already used the following command:
-@dnorm(limit_1 - i_dh_0)*c(1)
-(@dnorm(limit_2 - i_dh_0) - @dnorm(limit_1 - i_dh_0))*c(1)
(@dnorm(limit_2 - i_dh_0))*c(1)
But I end with error message
Could please help me in this work and show me where I went wrong
It.s very urgent

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