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
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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)
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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
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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
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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
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| 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
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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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