First I would like to say that I have learned a lot from reading this forum, thank you for the great resource on statistics!

I do however have a question that I cannot seem to get my head around. In my research I am running a logistic regression which yields nice results, but I would also like to see the marginal effects of the results.

The problem: When I do run the marginal effects for my data there seems to be quite a big difference between the logistic regression and the corresponding marginal effects. There are quite some coefficients (logistic) that are significant which turn not significant when I look at the marginal effects.

From what I can find this is not uncommon since they are essentially different hypotheses. However, when I look at earlier research that uses basically the same variables as I do they seem to always give the same significance (logistic & marginal effects), which is not the case for me. Are there other differences that I am not aware of that could cause this? Are the marginal effects so small that maybe they are not significant in that output?

Setup: I am using STATA 14.0/SE, running xtlogit regressions and obtaining marginal effects using 'margins, dydx(*)'. Dependent variable is a dummy variable with values of 0 and 1.

Thanks in advance & all the best,

Marcus