Let’s start off by down loading some data and running a binary mixed model with random intercepts and slopes.

use http://www.ats.ucla.edu/stat/data/hsbdemo, clear meqrlogit honors read i.female || cid: read, var covar(unstr)Refining starting values: Iteration 0: log likelihood = -119.30049 (not concave) Iteration 1: log likelihood = -105.82055 (not concave) Iteration 2: log likelihood = -88.907174 Performing gradient-based optimization: Iteration 0: log likelihood = -88.907174 (not concave) Iteration 1: log likelihood = -84.544443 (not concave) [output omitted] Iteration 12: log likelihood = -78.268094 Iteration 13: log likelihood = -78.268094 Mixed-effects logistic regression Number of obs = 200 Group variable: cid Number of groups = 20 Obs per group: min = 7 avg = 10.0 max = 12 Integration points = 7 Wald chi2(2) = 8.29 Log likelihood = -78.268094 Prob > chi2 = 0.0159 ------------------------------------------------------------------------------ honors | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- read | .1084052 .0671505 1.61 0.106 -.0232074 .2400177 1.female | 1.309964 .5183077 2.53 0.011 .2941 2.325829 _cons | -8.18226 3.894754 -2.10 0.036 -15.81584 -.548682 ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ cid: Unstructured | var(read) | .0239163 .0244789 .0032171 .1777943 var(_cons) | 102.4491 96.65305 16.12367 650.9578 cov(read,_cons) | -1.55161 1.532405 -4.555068 1.451848 ------------------------------------------------------------------------------ LR test vs. logistic regression: chi2(3) = 14.35 Prob > chi2 = 0.0025 Note: LR test is conservative and provided only for reference.

Let’s try to use the **margins** command to get the predictive means (probabilities)
for males and females holding the reading score at 50.

margins female, at(read=50) predict(mu)prediction is a function of possibly stochastic quantities other than e(b)

It doesn’t work because the model has random effects in addition to the fixed effects. To
get **margins** to work we need to include the **predict(mu fixed)** option.

margins female, at(read=50) predict(mu fixed) Adjusted predictions Number of obs = 200 Expression : Predicted mean, fixed portion only, predict(mu fixed)at : read = 50 ------------------------------------------------------------------------------ | Delta-method | Margin Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- female | 0 | .0594124 .0466851 1.27 0.203 -.0320887 .1509134 1 | .1896881 .1177394 1.61 0.107 -.0410769 .4204531 ------------------------------------------------------------------------------

So, if **margins** won’t compute predictive margins with random effects we will
have to compute them manually. We will begin with the easier task of computing predicted
probabilities that include both the fixed and random effects. Of course, there is an
option in **predict** that will do this. We will use **predict, mu**
to check the results of our computation.

predict mu, mu // mu contains both fixed effects and random effects

Now we will replicate **mu** using the predicted random effects for both the
intercept and the slope. These are the Best Linear Unbiased Predictors (BLUPs) also called empirical
Bayes predictors.

predict re*, reffects . describe re1 re2storage display value variable name type format label variable label -------------------------------------------------------------------------------------------------- re1 float %9.0g random effects for cid: read re2 float %9.0g random effects for cid: _cons

We will use these BLUPs along with the coefficients from our model. The **re2**
values get added to the constant from the model and the **re1** values are added to
the coefficient for **read**. Since the variable **rxb** is in
the log odds metric we need to exponentiate it to obtain predicted probabilities.

generate rxb = _b[1.female]*female + (_b[read]+re1)*read + (_b[_cons]+re2) generate mu2 = exp(rxb)/(1+exp(rxb)) list mu mu2 in 1/20+---------------------+ | mu mu2 | |---------------------| 1. | .0068868 .0068868 | 2. | .0018676 .0018676 | 3. | .0041634 .0041634 | 4. | .0030219 .0030219 | 5. | .0041634 .0041634 | |---------------------| 6. | .0244843 .0244843 | 7. | .0011538 .0011538 | 8. | .0239256 .0239256 | 9. | .0152577 .0152577 | 10. | .0018676 .0018676 | |---------------------| 11. | .0068868 .0068868 | 12. | .0039202 .0039202 | 13. | .0142891 .0142891 | 14. | .0088657 .0088658 | 15. | .0075425 .0075425 | |---------------------| 16. | .0088119 .0088119 | 17. | .0024226 .0024226 | 18. | .0232304 .0232304 | 19. | .0017392 .0017392 | 20. | .0017392 .0017392 | +---------------------+

The listing above shows that our manually computed **mu2** is equal to the
value **mu** generated by the **predict** command.

Let’s return to computing the predictive margins with random effect for males and females
while holding reading at 50. In the code below **rxb0** and **rxb1**
are the predictive margins in log odds for males and females respectively. To get the
predictive margins in the probability metric we exponentiate the values to get **p0**
and **p1**. Again, the zero term is for males and the one term is for females.

generate rxb0 = _b[1.female]*0 + (_b[read]+re1)*50 + (_b[_cons]+re2) generate rxb1 = _b[1.female]*1 + (_b[read]+re1)*50 + (_b[_cons]+re2) generate p0 = exp(rxb0)/(1+exp(rxb0)) generate p1 = exp(rxb1)/(1+exp(rxb1)) summarize p0 p1Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- p0 | 200 .1755775 .2356444 .0125389 .829953 p1 | 200 .3156575 .303865 .0449446 .9476115

These probabilities are rather different from the values we computed earlier using just
the fixed effects. This highlights the fact that estimating predicated values while averaging over the fixed effects (e.g. predict) is not the same as estimating predicted values assuming the random effect is zero (e.g. margins) If we look at **p0** and **p1** within
**cid** equal 1 we see that all the values for each variable are the same.

list p0 p1 if cid==1+---------------------+ | p0 p1 | |---------------------| 1. | .0239256 .0832776 | 2. | .0239256 .0832776 | 3. | .0239256 .0832776 | 4. | .0239256 .0832776 | 5. | .0239256 .0832776 | |---------------------| 6. | .0239256 .0832776 | 7. | .0239256 .0832776 | 8. | .0239256 .0832776 | 9. | .0239256 .0832776 | 10. | .0239256 .0832776 | |---------------------| 11. | .0239256 .0832776 | +---------------------+

This means that the mean values computed by **summarize **above are influenced by the number of observations
within each **cid**. That is, larger **cid**s influence the mean
more than smaller **cid**s. To get around this we can use just one value from
each **cid**. This will produce a more balanced predicted values. Here is a way to do this.

bysort cid: gen seq=_n summarize p0 p1 if seq==1Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- p0 | 20 .1790172 .2416508 .0125389 .829953 p1 | 20 .3212767 .3125198 .0449446 .9476115

Now we are ready to tackle a more complex model and set of predictive margins. We will
add **socst** to our model as a covariate. But first, we will drop the
variables we created above.

drop mu-p1 xtmelogit honors read female socst || cid: read, var covar(unstr)Refining starting values: Iteration 0: log likelihood = -118.63766 (not concave) Iteration 1: log likelihood = -105.09158 (not concave) Iteration 2: log likelihood = -88.297585 Performing gradient-based optimization: Iteration 0: log likelihood = -88.297585 (not concave) Iteration 1: log likelihood = -83.769166 (not concave) [output omitted] Iteration 8: log likelihood = -77.974955 Iteration 9: log likelihood = -77.974949 Mixed-effects logistic regression Number of obs = 200 Group variable: cid Number of groups = 20 Obs per group: min = 7 avg = 10.0 max = 12 Integration points = 7 Wald chi2(3) = 9.12 Log likelihood = -77.974949 Prob > chi2 = 0.0277 ------------------------------------------------------------------------------ honors | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- read | .0980242 .0658639 1.49 0.137 -.0310668 .2271151 female | 1.263858 .514295 2.46 0.014 .2558583 2.271858 socst | .0243635 .0317934 0.77 0.443 -.0379504 .0866774 _cons | -8.900997 3.842395 -2.32 0.021 -16.43195 -1.370041 ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ cid: Unstructured | var(read) | .0209259 .0228458 .0024626 .1778206 var(_cons) | 89.13344 89.85624 12.35767 642.902 cov(read,_cons) | -1.353323 1.426992 -4.150175 1.443529 ------------------------------------------------------------------------------ LR test vs. logistic regression: chi2(3) = 12.38 Prob > chi2 = 0.0062 Note: LR test is conservative and provided only for reference.predict re*, reffects

This time we want the predictive margins for males and females holding reading at values
running from 30 to 70 in increments of five while leaving **socst** free
to vary. We will do this with some temporary variables and three matrices: **m**
predictive margins for males, **f** predictive margins for females and
**d** the difference in predictive margins between males and females. Because
of the local variables in the code below you will need to run the block of code all at one
time, not one line at a time.

*** begin block *** tempvar rxb0 rxb1 p0 p1 generate `rxb0' = . // initialize temp var generate `rxb1' = . // initialize temp var generate `p0' = . // initialize temp var generate `p1' = . // initialize temp var matrix m = J(9,1,0) // initialize matrix for males matrix f = J(9,1,0) // initialize matrix for females matrix d = J(9,1,0) // initialize matrix for difference local i = 1 // initialize local macro forvalues j=30(5)70 { quietly replace `rxb0' = _b[female]*0 + (_b[read]+re1)*`j' + _b[socst]*socst + _b[_cons]+re2 quietly replace `rxb1' = _b[female]*1 + (_b[read]+re1)*`j' + _b[socst]*socst + _b[_cons]+re2 quietly replace `p0' = exp(`rxb0')/(1+exp(`rxb0')) quietly sum `p0' matrix m[`i',1] = r(mean) quietly replace `p1' = exp(`rxb1')/(1+exp(`rxb1')) quietly sum `p1' matrix f[`i',1] = r(mean) matrix d[`i',1] = f[`i',1] - m[`i',1] local i = `i' + 1 // increment local macro } *** end block ***

We can look at the predictive margins for males by listing matrix **m**.

matrix list mm[9,1] c1 r1 .17859283 r2 .17596309 r3 .17393653 r4 .17354885 r5 .17695161 r6 .18797502 r7 .21236354 r8 .2572271 r9 .32805038

This first value above is the predictive margins for males with a reading score of 30 averaged
across the observed values of **socst**. So, it does not matter that the number
of observations differ within **cid** because the values of **socst**
vary within **cid**.

Next, we will save the matrices as observations to our dataset.

matrix r = (303540455055606570) svmat r svmat m svmat f svmat d list r1 m1 f1 d1 in 1/9+-------------------------------------+ | r1 m1 f1 d1 | |-------------------------------------| 1. | 30 .1785928 .2603539 .0817611 | 2. | 35 .1759631 .2647262 .0887631 | 3. | 40 .1739365 .2729119 .0989754 | 4. | 45 .1735488 .2877812 .1142324 | 5. | 50 .1769516 .3135495 .1365979 | |-------------------------------------| 6. | 55 .187975 .3555776 .1676026 | 7. | 60 .2123635 .4193873 .2070238 | 8. | 65 .2572271 .5054632 .2482362 | 9. | 70 .3280504 .5996285 .2715782 | +-------------------------------------+

Now we are ready to graph the predictive margins for males and females.

twoway (line m1 r1)(line f1 r1), ytitle(Predictive Margins) xtitle(Reading Score) /// legend(order(1 "Males" 2 "Females")) name(predictive, replace) ylabel(0(.2).6)

And finally, we can plot the difference between males and females in their predictive margins.

twoway (line d1 r1), ytitle(Difference in Predictive Margins) /// xtitle(Reading Score) name(difference, replace)

This general approach can be extended to more complex model with a concomitant increase in the complexity of our code.