eugen pircalabelu
2009-Nov-30 13:19 UTC
[R] Changes in Predicted Probabilities for multinomial regression as in STATA software
Hi R-users, I can not replicate the result for marginal effects from multinomial logistic regression stata output below (http://www.ats.ucla.edu/stat/stata/Library/longutil.htm) The dataset can be found here http://www.ats.ucla.edu/stat/stata/webbooks/logistic/hsblog.dta PART OF STATA OUTPUT mlogit: Changes in Predicted Probabilities for prog female Avg|Chg| general vocation academic 0->1 .02790104 -.02005389 -.02179766 .04185158 read Avg|Chg| general vocation academic MargEfct .0217727 -.0033582 -.00752815 .01088635 math Avg|Chg| general vocation academic MargEfct .04519518 -.00711382 -.01548377 .02259759 library(foreign) library(nnet) library(VGAM) hs.data<-read.dta("E:\\hsblog.dta") head(hs.data) hs.data$prog<-relevel(hs.data$prog, ref="academic") mlt.fit<-multinom(prog ~ female+read+math, data = hs.data) mlt.fit hs.data$prog<-relevel(hs.data$prog, ref="general") hs.data$prog<-relevel(hs.data$prog, ref="vocation") vglm.fit<-vglm(prog ~ female+read+math,multinomial, data = hs.data) summary(vglm.fit) So both functions from R provide the same result as on the site. As I see that the "marginal effects part/Changes in Predicted Probabilities" is not standard output in the 2 functions, can anyone please, tell me how i can get those marginal effects? PS: I read also http://socserv.mcmaster.ca/jfox/Misc/polytomous-effect-displays/polytomous-effect-displays.pdf but could not obtain the changes in predicted probabilities. Can anyone give me a hint on how to obtain them? Thank you very much and have a great day ahead! Eugen Pircalabelu (0032)471 842 140 (0040)727 839 293