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st: FW: marginal effects after probit for each observation in the data set


From   Elisabeth Simantov <Elisabeth.Simantov@vnsny.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: FW: marginal effects after probit for each observation in the data set
Date   Fri, 19 Jul 2002 12:58:52 -0400

>  -----Original Message-----
> From: 	Elisabeth Simantov  
> Sent:	Friday, July 19, 2002 9:55 AM
> To:	'statalist@hsphsun2.harvard.edu.'
> Subject:	marginal effects after probit for each observation in the
> data set
> 
> I am running a probit regression with 19 independent variables, 510
> observations. The canned version of marginal effects calculates around the
> mean. I would like to obtain a matrix that contains marginal effects for
> each variable for each observation and then take a mean over all
> observations for each marginal effect. 
> The formula for the derivative looks somewhat like this:
> 
>  <<...OLE_Obj...>> 
> 
> where f is the standard normal density function. This is calculated for
> each observation using its value for the vector of independent variables,
> X, together with the estimated probit coefficients, and is then averaged
> across the full sample.
> 
> I am having a problem translating this to STATA language. I hope that
> someone can help me. I am not a proficient programmer, so please be very
> explicit.
> 
> Thank you in advance.
> Elisabeth Simantov
> 
> Elisabeth Simantov, PhD
> Research Associate
> Center for Home Care Policy and Research
> Visiting Nurse Service of NY
> 107 East 70th Street
> New York, NY 10021
> 
> email: elisabeth.simantov@vnsny.org
> 
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