I need to calculate marginal effect after clogit. I know that I can use margins, (pu0) to calculate assuming fixed effect is 0. I know that for clogit, the intercepts are not estimated. However, I am very confused. Using the example of individuals choosing from alternative cars made by USA, Japan, or Europe.

1) I wonder the fixed effects is for individuals or for alternatives. (I think it is individual, but not 100% sure)

2) if margins calculates the unconditional pu0 using Pr(yit = 1)=exp(xitβ)/(1 + exp(xitβ)). How can we use margins, (pu0) to calculate margin for conditional logit using p= exp(x β)/sum(exp(x β))?

3) I have an interaction term in my model a*b, where a is attribute of individual, b is attribute of alternative. I can manually calculate the probability using p= exp(x β)/sum(exp(x β)) when a=a1 and b=b1 as well as a=a1, b=b2. But since the probability I calculated does not involve intercepts, can I compare those two probabilities and calculate a difference?

4) Can I plot interaction graph to show the interaction effect? I manually calculate the p= exp(x β)/sum(exp(x β)). But then realized the probability shown on y axis is not accurate, since intercept is not calculated.

Thank you so much for your help!

1) I wonder the fixed effects is for individuals or for alternatives. (I think it is individual, but not 100% sure)

2) if margins calculates the unconditional pu0 using Pr(yit = 1)=exp(xitβ)/(1 + exp(xitβ)). How can we use margins, (pu0) to calculate margin for conditional logit using p= exp(x β)/sum(exp(x β))?

3) I have an interaction term in my model a*b, where a is attribute of individual, b is attribute of alternative. I can manually calculate the probability using p= exp(x β)/sum(exp(x β)) when a=a1 and b=b1 as well as a=a1, b=b2. But since the probability I calculated does not involve intercepts, can I compare those two probabilities and calculate a difference?

4) Can I plot interaction graph to show the interaction effect? I manually calculate the p= exp(x β)/sum(exp(x β)). But then realized the probability shown on y axis is not accurate, since intercept is not calculated.

Thank you so much for your help!

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