Help me. Marginal effect calculation(logit)

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wawataiji
Posts: 3
Joined: Sun Jun 09, 2013 10:43 am

Help me. Marginal effect calculation(logit)

Postby wawataiji » Sun Jun 09, 2013 10:48 am

This is my logit output. and I want to estimate Marginal effect.


Dependent Variable: PARTICIPATION
Method: ML - Binary Logit (Quadratic hill climbing)
Date: 06/10/13 Time: 02:18
Sample: 1 2000
Included observations: 2000
Convergence achieved after 4 iterations
Covariance matrix computed using second derivatives

Variable Coefficient Std. Error z-Statistic Prob.

C -4.159247 0.332040 -12.52635 0.0000
AGE 0.057930 0.007221 8.022434 0.0000
EDUCATION0.098251 0.018652 5.267537 0.0000
MARRIED 0.741777 0.126471 5.865221 0.0000
CHILDREN 0.764488 0.051529 14.83612 0.0000

Mean dependent var 0.671500 S.D. dependent var 0.469785
S.E. of regression 0.416267 Akaike info criterion 1.032914
Sum squared resid 345.6898 Schwarz criterion 1.046917
Log likelihood -1027.914 Hannan-Quinn criter. 1.038056
Restr. log likelihood -1266.223 Avg. log likelihood -0.513957
LR statistic (4 df) 476.6162 McFadden R-squared 0.188204
Probability(LR stat) 0.000000

Obs with Dep=0 657 Total obs 2000
Obs with Dep=1 1343


"equation eq2.logit PARTICIPATION C AGE EDUCATION MARRIED CHILDREN
vector beta=@coefs
vector(5) a
a(1)=1
a(2)=@mean(age)
a(3)=@mean(education)
a(4)=@mean(married)
a(5)=@mean(children)
matrix xbar=@transpose(a)
vector ihat=xbar=xbar*beta
vector phat=@clogistic(ihat)
vector pI=phat(1,1)
vector marginal=beta*PI*(1-PI)"

This is my command. but error occur.

How I cant solving this problem. please Let me know the answer.

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