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st: FW: marginal effects after probit for each observation in the data set
> -----Original Message-----
> From: Elisabeth Simantov
> Sent: Friday, July 19, 2002 9:55 AM
> To: 'firstname.lastname@example.org.'
> 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:
> 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
> 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: email@example.com
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