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

Re: st: computing marginal effects after Heckprob


From   <mmelnik@mindspring.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: computing marginal effects after Heckprob
Date   Thu, 5 Jun 2003 10:51:15 -0400

Thank You,

I'll try it right away

Mikhail

----- Original Message -----
From: "Tamas Bartus (tbartus)" <tamas.bartus@bkae.hu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, June 05, 2003 7:57 AM
Subject: Re: st: computing marginal effects after Heckprob


> 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
>
>
> *
> *   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/

*
*   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