Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: mfx algorithsm for standard error


From   "Mike Will" <mystata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: mfx algorithsm for standard error
Date   Tue, 03 Sep 2002 16:52:32 -0500

Thanks, Nick.

I have checked into mfx using findit mfx and couldn't get much out of it. Most of the explanations are too short and didn't even touch upon the standard errors of marginal effects. Any more inputs from those who wrote it or some other good references talking about the standard errors especially for the nonlinear options? Appreciate it.

Mike



From: "Nick Cox" <n.j.cox@durham.ac.uk>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: st: RE: mfx algorithsm for standard error
Date: Mon, 2 Sep 2002 15:57:46 +0100

Mike Will
>
> I am rather confused with the way that mfx calculates
> standard errors
> (confidence interval) for marginal effects, especially for
> the nonlinear
> ones (like predicted probabilities).  I couln't get very
> explicit formula
> from the help file, or the ado file per se.  Any input?

In addition to [R] mfx, there is a bunch of FAQs
on the Stata website.

. findit mfx

Nick
n.j.cox@durham.ac.uk
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



_________________________________________________________________
Join the world’s largest e-mail service with MSN Hotmail. http://www.hotmail.com

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index