Hello. I am having trouble in understanding what exactly am I contrasting when I use margins r. with interlinked dummies.
I estimate a multinomial logit with mlogit. There are 4 possible outcomes. Some of the explanatory variables are country dummies and PT is the reference category, the dummy that is omitted. Another explanatory variable is a dummy "female" where 1 is female and 0 is male. I want to analyse the interaction between female and the country dummies to see if the penalty for being a women (in my case I expect a penalty) is different across the countries.
I compute margins r.female, over (i.ES) to analyse the interaction between female and country ES. I get the following output:
Code:
 
                
        Delta-method
                     Contrast    Std. Err.    [95% Conf.    Interval]
                
female@_predict#ES    
(female vs male) 1#0    -.0794763    .0108613    -.100764    -.0581885
(female vs male) 1#1    -.0801869    .0136789    -.1069969    -.0533768
(female vs male) 2#0    .0174804    .0075387    .0027049    .0322559
(female vs male) 2#1    .0327906    .0094481    .0142727    .0513085
(female vs male) 3#0    .036337    .0069293    .0227559    .0499182
(female vs male) 3#1    .0192592    .0087216    .0021652    .0363532
(female vs male) 4#0    .0256588    .0079323    .0101118    .0412059
(female vs male) 4#1    .0281371    .0090815    .0103376    .0459365
This gives me the difference between female and male on each outcome for ES and for all other countries except ES? Or the difference between female and male on each outcome for ES and for PT? Or none of this?
I spent a whole day looking for an example of an interpretation of a similar result and could not find one. I will be very grateful if you can help me!