I'm having trouble to derive marginal effects after computing a Generalized Ordered Logit (correcting by the parallel-lines assumption violated using the gologit2 command).
I have three levels (1, 2 and 3) of my response variable, then, after running the gologit2 command with the autofit lrforce option, the output gives me the estimates of the cumulative effects (1 vs 2 and 3; and 1 and 2 vs 3).
This is a sample of how the output looks like:
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gologit2 response pop_density pp_college pp_no_citizen pp_no_car income_Gini, autofit lrforce ------------------------------------------------------------------------------ Testing parallel lines assumption using the .05 level of significance... Step 1: Constraints for parallel lines imposed for pp_no_citizen (P Value = 0.8867) Step 2: Constraints for parallel lines imposed for income_Gini (P Value = 0.7025) Step 3: Constraints for parallel lines are not imposed for pop_density (P Value = 0.04162) pp_college (P Value = 0.00746) pp_no_car (P Value = 0.02939) Wald test of parallel lines assumption for the final model: ( 1) [1]pp_no_citizen - [2]pp_no_citizen = 0 ( 2) [1]income_Gini - [2]income_Gini = 0 chi2( 2) = 0.17 Prob > chi2 = 0.9203 An insignificant test statistic indicates that the final model does not violate the proportional odds/ parallel lines assumption If you re-estimate this exact same model with gologit2, instead of autofit you can save time by using the parameter pl(pp_no_citizen income_Gini) ------------------------------------------------------------------------------ Generalized Ordered Logit Estimates Number of obs = 1182 LR chi2(8) = 223.80 Prob > chi2 = 0.0000 Log likelihood = -1056.791 Pseudo R2 = 0.0957 ( 1) [1]pp_no_citizen - [2]pp_no_citizen = 0 ( 2) [1]income_Gini - [2]income_Gini = 0 ------------------------------------------------------------------------------- response | Coef. Std. Err. z P>|z| [95% Conf. Interval] --------------+---------------------------------------------------------------- 1 | pop_density | -.0005147 .0002311 -2.23 0.026 -.0009676 -.0000619 pp_college | -.0821576 .0159082 -5.16 0.000 -.1133371 -.0509781 pp_no_citizen | .0412044 .0049467 8.33 0.000 .031509 .0508997 pp_no_car | .0312774 .0307727 1.02 0.309 -.0290359 .0915907 income_Gini | 2.607472 2.304695 1.13 0.258 -1.909648 7.124592 _cons | -2.476667 .8911029 -2.78 0.005 -4.223196 -.7301372 --------------+---------------------------------------------------------------- 2 | pop_density | -.0033817 .0014051 -2.41 0.016 -.0061356 -.0006278 pp_college | -.1726428 .0338568 -5.10 0.000 -.239001 -.1062847 pp_no_citizen | .0412044 .0049467 8.33 0.000 .031509 .0508997 pp_no_car | -.0691822 .0464367 -1.49 0.136 -.1601966 .0218321 income_Gini | 2.607472 2.304695 1.13 0.258 -1.909648 7.124592 _cons | -3.368429 .9342685 -3.61 0.000 -5.199562 -1.537297 -------------------------------------------------------------------------------
Finally, to derive the marginal effects, I'm using the margins command as follows:
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margins, dydx(*) predict(xb) Average marginal effects Number of obs = 1182 Model VCE : OIM Expression : Linear prediction, response==1, predict(xb) dy/dx w.r.t. : pop_density pp_college pp_no_citizen pp_no_car income_Gini ------------------------------------------------------------------------------- | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] --------------+---------------------------------------------------------------- pop_density | -.0005147 .0002311 -2.23 0.026 -.0009676 -.0000619 pp_college | -.0821576 .0159082 -5.16 0.000 -.1133371 -.0509781 pp_no_citizen | .0412044 .0049467 8.33 0.000 .031509 .0508997 pp_no_car | .0312774 .0307727 1.02 0.309 -.0290359 .0915907 income_Gini | 2.607472 2.304695 1.13 0.258 -1.909648 7.124592 -------------------------------------------------------------------------------
My question is: How can I derive the corresponding marginal effects of the Generalized Ordered Logit model in the first table, e.g., two different sets marginal per explanatory variable (1 vs 2 and 3; and 1 and 2 vs 3)? As far as I can see the margins command (second table) is computing average values which are the same for every level of the response variable.
Thanks in advance.
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