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  • Predicted probabilities with a continuous x continuous interaction in a multilevel model

    Hello everyone,

    I'm currently analyzing cross-sectional survey data from 28 country-waves, totaling 30,988 observations. My study focuses on the relationship between "satisfaction with democracy" (measured across four categories) and "Asian Values," with a consideration for the moderating effect of "corruption levels," which I assess using either V-dem or CPI.

    I utilized multilevel ordered logistic estimate(meologit), I include an interaction between individual-level and country-level continuous variables (Asian values * Corruption level).

    I'm seeking guidance on calculating the marginal effects and predicted probabilities of Asian values on satisfaction with democracy across different levels of corruption.

    Despite my efforts, I'm encountering challenges in determining the appropriate methods for calculating a continuous-by-continuous interaction in a multilevel model.

    Specifically, I aim to predict the probability of receiving scores 3 and 4 on the democratic satisfaction scale.

    Below, I've provided my code and results.

    I'd greatly appreciate any insights or suggestions on how to proceed with my analysis.

    Thank you in advance for your assistance!

    Code:
    sum demo_satisfy AVS_4D_goertzian_cses_z_1 r_cpi r_v2x_corr
    
    Variable | Obs Mean Std. dev. Min Max
    -------------+---------------------------------------------------------
    demo_satisfy | 37,335 2.588376 .7045862 1 4
    AVS_4D_goe~1 | 35,595 -4.35e-11 .1879719 -.4720078 .6834241
    r_cpi | 37,559 .5182177 .1728828 .2 .76
    r_v2x_corr | 38,703 .4324576 .2602557 .088 .789

    Code:
    meologit  demo_satisfy c.AVS_4D_goertzian_cses_z_1 c.r_v2x_corr ///  
    >                 c.AVS_4D_goertzian_cses_z_1#c.r_v2x_corr  ///
    >                 $control  ///
    >                 || n_country:   ,  diff
    
    Fitting fixed-effects model:
    
    Iteration 0:   log likelihood = -33828.686  
    Iteration 1:   log likelihood = -32584.359  
    Iteration 2:   log likelihood = -32572.189  
    Iteration 3:   log likelihood = -32572.177  
    Iteration 4:   log likelihood = -32572.177  
    
    Refining starting values:
    
    Grid node 0:   log likelihood = -32277.857
    
    Fitting full model:
    
    Iteration 0:   log likelihood = -32277.857  (not concave)
    Iteration 1:   log likelihood = -32268.079  (not concave)
    Iteration 2:   log likelihood = -32261.949  (not concave)
    Iteration 3:   log likelihood = -32256.217  (not concave)
    Iteration 4:   log likelihood = -32254.663  
    Iteration 5:   log likelihood = -32252.719  
    Iteration 6:   log likelihood = -32252.403  
    Iteration 7:   log likelihood = -32252.351  
    Iteration 8:   log likelihood = -32252.351  
    
    Mixed-effects ologit regression                 Number of obs     =     32,046
    Group variable: n_country                       Number of groups  =         29
    
                                                    Obs per group:
                                                                  min =        632
                                                                  avg =    1,105.0
                                                                  max =      1,401
    
    Integration method: mvaghermite                 Integration pts.  =          7
    
                                                    Wald chi2(27)     =    1782.44
    Log likelihood = -32252.351                     Prob > chi2       =     0.0000
    -------------------------------------------------------------------------------
     demo_satisfy | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    --------------+----------------------------------------------------------------
    AVS_4D_goer~1 |   1.042765   .1332343     7.83   0.000     .7816307      1.3039
       r_v2x_corr |   1.211922   2.228575     0.54   0.587    -3.156005    5.579849
                  |
               c. |
    AVS_4D_goer~1#|
     c.r_v2x_corr |  -.7401299    .241652    -3.06   0.002    -1.213759   -.2665007
                  |
    national_ec~1 |   .4902225     .01353    36.23   0.000     .4637042    .5167408
    inter_polit~1 |    .125871   .0138005     9.12   0.000     .0988226    .1529195
         female_1 |    -.04697   .0222005    -2.12   0.034    -.0904821   -.0034579
    education_l~1 |  -.0276095   .0059244    -4.66   0.000    -.0392212   -.0159978
    income_leve~1 |   .0175865   .0095815     1.84   0.066    -.0011929     .036366
      age_group_1 |   .0074725   .0095896     0.78   0.436    -.0113227    .0262678
          urban_1 |  -.1941105   .0266462    -7.28   0.000     -.246336    -.141885
      log_gdp_per |   .0650359   .5343701     0.12   0.903    -.9823104    1.112382
    real_gdp_gr~h |   .0059382   .0622354     0.10   0.924     -.116041    .1279174
    v2x_polyarchy |   1.725386   2.140482     0.81   0.420    -2.469881    5.920652
    year_democr~y |  -.0062621   .0072102    -0.87   0.385    -.0203938    .0078696
    log_district1 |  -.3696868   .3125295    -1.18   0.237    -.9822335    .2428598
                  |
             year |
            2002  |  -.0658129   .5084933    -0.13   0.897    -1.062441    .9308157
            2003  |   .5028068   .5990552     0.84   0.401    -.6713197    1.676933
            2005  |  -.8269738   .5592569    -1.48   0.139    -1.923097    .2691495
            2006  |   .4219778    .583083     0.72   0.469    -.7208438    1.564799
            2007  |   .4208095   .6899593     0.61   0.542     -.931486    1.773105
            2010  |   .1867433   .6929426     0.27   0.788    -1.171399    1.544886
            2011  |   .6369974   .5696362     1.12   0.263     -.479469    1.753464
            2014  |   .3855318   .5933459     0.65   0.516    -.7774048    1.548468
            2015  |   .7495475    .599657     1.25   0.211    -.4257586    1.924854
            2016  |   1.102011   .6494188     1.70   0.090    -.1708261    2.374849
            2018  |   .5106638   .5976895     0.85   0.393    -.6607861    1.682114
            2019  |   1.181593   .5769045     2.05   0.041     .0508812    2.312305
    --------------+----------------------------------------------------------------
            /cut1 |  -.6529692   3.987586                     -8.468494    7.162556
            /cut2 |   1.773676   3.987562                     -6.041802    9.589153
            /cut3 |   5.049279   3.987684                     -2.766437      12.865
    --------------+----------------------------------------------------------------
    n_country     |
        var(_cons)|   .0857079   .0234122                      .0501769    .1463988
    -------------------------------------------------------------------------------
    LR test vs. ologit model: chibar2(01) = 639.65        Prob >= chibar2 = 0.0000
    And I calculate the marginal effects by utilizing margins function.

    Code:
    margins , dydx(AVS) at(r_v2x_corr=(0.08(0.1)0.79)) expression(predict (outcome(4) mu fixed) + predict(outcome(3) mu fixed))
    > vsquish atmean
    
    Conditional marginal effects Number of obs = 32,046
    Model VCE: OIM
    
    Expression: predict (outcome(4) mu fixed) + predict(outcome(3) mu fixed)
    dy/dx wrt: AVS
    
    
    ------------------------------------------------------------------------------
                 |            Delta-method
                 |      dy/dx   std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
    AVS_4D_goe~1 |
             _at |
              1  |   .2457272   .0295098     8.33   0.000     .1878892    .3035653
              2  |    .227108   .0245175     9.26   0.000     .1790545    .2751614
              3  |   .2069876   .0209084     9.90   0.000     .1660079    .2479673
              4  |   .1858139   .0166791    11.14   0.000     .1531235    .2185044
              5  |   .1640518    .014552    11.27   0.000     .1355305    .1925731
              6  |   .1421609   .0185196     7.68   0.000     .1058632    .1784586
              7  |   .1205754   .0262524     4.59   0.000     .0691217    .1720291
              8  |   .0996866   .0340355     2.93   0.003     .0329783    .1663948
    ------------------------------------------------------------------------------
    Is it appropriate way to calculate the marginal effects?

    Also, I am not sure why there are non-linear results in this marginal effects when I chose to predict 3 score of democratic satisfaction.

    Code:
    margins , dydx(AVS) at(r_cpi=(0.2(0.2)0.8)) expression(pred
    > ict(outcome(3) mu fixed)) vsquish atmean
    
    
    ------------------------------------------------------------------------------
                 |            Delta-method
                 |      dy/dx   std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
    AVS_4D_goe~1 |
             _at |
              1  |  -.0057405   .1134455    -0.05   0.960    -.2280896    .2166087
              2  |   .1106163   .0333242     3.32   0.001     .0453022    .1759305
              3  |   .1409644   .0138573    10.17   0.000     .1138047    .1681242
              4  |   .0994199   .0248382     4.00   0.000      .050738    .1481018
    ------------------------------------------------------------------------------
    
    
    .
    Is it accurate to expect nonlinear results when calculating the marginal effects of an ordered logit model?
    Last edited by Ian Oh; 21 May 2024, 09:56.

  • #2
    regarding predicted probabilities, see:
    Code:
    help meologit postestimation
    and review what it says about the predict command after meologit

    Comment

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