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Re: st: computing marginal effects after Heckprob


From   "Tamas Bartus (tbartus)" <tamas.bartus@bkae.hu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: computing marginal effects after Heckprob
Date   Thu, 05 Jun 2003 13:57:27 +0200

Mikhail Melnik wrote:

> I estimate two probit equations using HeckProb command ...  
> After the estimation I run MFX to estimate the marginal 
> effects. The computer never finishes the computation, and if I
> break it, I get the reported derivative values but it states that: 
> "fail in calculating second derivative, no standard deviation reported" and no
> standard errors are reported. I have several dummy variables in my
> repressors in both equations.

To get standard errors as well, and to speed up the computations, you might
be interested in checking out MARGIN that estimates aerage marginal effects 
analytically.

To download the ado and help files, type 

    http://www.bke.hu/bartus/stata/margin.zip

in your favourite web-browser.

Hope this helps,

Tamas

------------------------------------------------

Tamas Bartus, PhD
Assistant Professor, Department of Sociology and Social Policy
Budapest University of Economic Sciences and Public Administration
1093 Budapest, Fovam ter 8.
Phone: +36-1-217-51-72        Fax:   +36-1-217-44-82
Homepage: http://www.bke.hu/bartus


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