I am running a logistic regression with the log odds and the marginal effects as coefficients. However, stata returns different levels of significance. Could anyone clarify how this comes?
Code:
. logit change firmsize profitability leverage age capitalintensity CAPEX KZindex elektricityge
> nerator Carbonleakage SME publicfirm, robust
Iteration 0: log pseudolikelihood = -115.72863
Iteration 1: log pseudolikelihood = -104.96108
Iteration 2: log pseudolikelihood = -104.95884
Iteration 3: log pseudolikelihood = -104.95884
Logistic regression Number of obs = 167
Wald chi2(11) = 20.39
Prob > chi2 = 0.0403
Log pseudolikelihood = -104.95884 Pseudo R2 = 0.0931
--------------------------------------------------------------------------------------
| Robust
change | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
firmsize | .1474855 .1479958 1.00 0.319 -.1425809 .4375518
profitability | -4.407245 5.478104 -0.80 0.421 -15.14413 6.329641
leverage | -1.341288 .76225 -1.76 0.078 -2.83527 .1526947
age | .0134197 .0080987 1.66 0.098 -.0024536 .0292929
capitalintensity | -1.84617 .8252756 -2.24 0.025 -3.46368 -.2286593
CAPEX | 1.984933 2.759231 0.72 0.472 -3.423061 7.392927
KZindex | .114081 .1276615 0.89 0.372 -.1361311 .364293
elektricitygenerator | -1.031212 1.289364 -0.80 0.424 -3.558318 1.495894
Carbonleakage | -.5588379 .3587584 -1.56 0.119 -1.261991 .1443156
SME | 1.341953 .5178452 2.59 0.010 .3269952 2.356911
publicfirm | .2272293 1.13111 0.20 0.841 -1.989706 2.444165
_cons | -2.104979 2.895328 -0.73 0.467 -7.779718 3.569761
. margins, dydx(firmsize profitability leverage age capitalintensity CAPEX KZindex elektricityg
> enerator Carbonleakage SME publicfirm)
Average marginal effects Number of obs = 167
Model VCE : Robust
Expression : Pr(change), predict()
dy/dx w.r.t. : firmsize profitability leverage age capitalintensity CAPEX KZindex
elektricitygenerator Carbonleakage SME publicfirm
--------------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
firmsize | .0323665 .0321335 1.01 0.314 -.030614 .0953469
profitability | -.9671929 1.190567 -0.81 0.417 -3.300661 1.366275
leverage | -.2943526 .1623227 -1.81 0.070 -.6124993 .0237941
age | .002945 .0017276 1.70 0.088 -.000441 .006331
capitalintensity | -.4051515 .171228 -2.37 0.018 -.7407523 -.0695508
CAPEX | .4356038 .6013645 0.72 0.469 -.743049 1.614257
KZindex | .0250357 .0279073 0.90 0.370 -.0296616 .0797329
elektricitygenerator | -.2263049 .2807979 -0.81 0.420 -.7766587 .324049
Carbonleakage | -.1226399 .0774626 -1.58 0.113 -.2744639 .0291841
SME | .2944986 .106381 2.77 0.006 .0859957 .5030015
publicfirm | .0498666 .2479409 0.20 0.841 -.4360885 .5358218Timea
0 Response to different levels of significance logit vs margins
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