Dear members,

I am running a logistic regression of a binary variable on a set of independent variables. The coefficient of my key independent variable y is significant on the 5% level (p=0.018). To assess the substantive effect of the variable, I run margins after the estimation to calculate predicted probabilities for different levels of the independent variable (using the at options of margins) and finally plot them using marginsplot. The problem that arises is: all of the margins are not statistically different from each other. The 95% confidence intervals for the predicted probabilities always overlap. I could not find a single pair of margins that is statistically different from each other.

Is there any statistical explanation for this? Common sense tells me that there cannot be a signficant effect, when all the predictions of the outcome overlap. Any idea what the reason could be?

I clustered standard errors in the logistic regression and use the vce(unconditioinal) and asobserved options of margins, because I want to make inference from a survey sample to the general population (as suggested in the Stata manual). I calculated the margins over the observed range of the independent variable y, from the minimum to the maximum value.

Thanks for your Help.

Best regards,
Felix