queries about Relogit
by GARCIA-POSADA GOMEZ, MIGUEL
Dear Professor King,
I am a Phd student of Economics at Universidad Carlos III, Spain. I was
wondering if you could tell me:
1.Why you (and your coauthors) decided not to include marginal effects
as a quantity of interest in the software of Relogit, nor mentioning
them in your related papers. As you know, its probably the most used
quantity of interest in Economics; in fact, Ive found a number of
papers that, in order to circumvent that problem of Relogit, they
first estimate the regressions via both an ordinary logit and a
relogit, compare the coefficients of the two regressions and argue
that, since they dont differ substantially, they stick to the
ordinary logit because it allows the computation of marginal effects.
2.To the question of another student How to get the marginal effects
after running Relogit? you answered better than marginal effects are
first differences, which are exact. Although I have thoroughly read
the 2 papers you wrote with L.Zeng in 2001 about Relogit, I dont
mananage to understand your answer.
I would greatly appreciate your help regarding these issues.
Best regards,
Miguel García-Posada Department of Economics
Universidad Carlos III de Madrid (Spain)
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