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st: Turning -mfx- into -MFI-...


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Turning -mfx- into -MFI-...
Date   Thu, 13 Nov 2003 23:48:26 -0000 (GMT)

All,

Not for the first time (and certainly not for the last), I'm confused. As
Max Bygraves would say, "I wanna tell you a stoooory...."

After running -mfx compute- to an -xtprobit- model which several years to
run (well, that's what it felt like), I left the office to go home, still
not having finished 2 1/2 hours in.

Fifteen (yes, folks: 15!) hours later, I returned to the office not only
to find that the locks to all of our office doors had been changed
(requiring me to call out the university police to let me in), but I
finally entered my office to discover that Stata *still* hadn't run this
blessed command. Natch, I was a bit miffed, especially since -mem: 15m,
matsize: 1000- and nothing else on my machine was left running.

After hitting -Break- (which itself took a fair bit of time to do), I was
presented with this:

. mfx compute
fail in calculating second derivative, no standard deviation reported

Marginal effects after xtprobit
      y  = Linear prediction (predict)
         = -1.1790009
----------------------------------------------------------------------------
                        variable |          dy/dx                 X
---------------------------------+------------------------------------------
                         con00le*|         1.26761            .102012
                         lab00le*|       -.5775829            .092991
                         ldm00le*|          .11818            .067314
                        tout00le |       -.0219548           -.609299
                           black*|       -8.594328            .008328
                           asian*|       -.5212507            .020819
                        ethother*|        -9.29377            .004164
                        rghclg97 |       -.0250932            2.65996
                           tea97 |        .0052828            17.9778
                        catholic*|       -.1466399            .093685
                        othxtian*|       -.0920777            .120749
                        nonxtian*|        .2862525            .026371
                         norelig*|        -.343042            .322693
                        marstt97 |       -.0560657            2.20402
                         tusa297 |        .2117155            2.55795
                          rsex01 |        .0754785            1.50729
                          rage01 |        .0021773            52.9542
                        persno97 |         -.07423            1.88827
                        larent01*|       -.6653879             .11728
                        harent01*|       -.2289604            .038862
                        pvrent01*|       -.0678031            .043026
                        rtfree01*|        .6999252            .008328
                        ldclsc01 |       -.3029821            2.58501
                        conldf01 |         .134197            1.94171
                        dfwnge01 |       -.1203848            2.24566
                           eec01 |       -.0830513            2.52186
                        eurorf01 |        .0272745            2.01041
                        eurflk01 |       -.1604195            1.37266
                        rtxspd01 |        .0535553            4.07009
                        contxs01 |         -.06595            6.73907
                        labtxs01 |        .0435904            4.51076
                         ldtxs01 |       -.0122722            5.34212
                        recind01 |         .081757             7.2873
                        coneci01 |        .0280831            8.29632
                        labeci01 |       -.1083519            4.83067
                         ldeci01 |        -.003023            7.01041
                         rprfw01 |        .0077771            5.39695
                         conpr01 |       -.0163889            8.09715
                         labpr01 |        .0208762            6.13393
                          ldpr01 |        .0066025            8.69396
                        gecpst01 |        .2016125            2.78557
                        gecxpc01 |         .122634            2.96461
                        ghinps01 |        .0463794            2.87925
                        ghinxp01 |        .0759089            2.92228
                        taxspd01 |        -.026723            2.59264
                        gnhssp01 |        .1032135            1.44275
                        gvedsp01 |         .037254            1.57252
                        rdist201 |        .2601457             2.6787
                        stfsn201 |         .009266            1.89313
                        wabort01 |        .0843802            2.02915
                        imopen01 |        .0005638            2.81402
                        im2mny01 |       -.0317217            2.40666
                        im2ndc01 |       -.0060941            2.97918
                        imhome01 |        .0095131            3.61207
                        gvtrst01 |       -.0651358            2.82304
                        mptrst01 |        .1249612            3.39139
                        talkfm01 |         -.13457            2.23387
                        talkfr01 |       -.0671215            2.40597
                        talknh01 |        .0234844            3.36155
                        talkwk01 |         .029282            3.33796
                        leftri01 |         .001262            39.5635
                        censor01 |        .0119574            2.35253
                        tolern01 |         .017096            2.47675
                        pubmee01 |         .064866            2.26926
                        hhinca01 |        .0026374            15.3428
                        inlondon*|       -.9364664            .022207
                        manchstr*|        -.045066            .038168
                          mersey*|       -.5098787            .018737
                          syorks*|       -.2012514            .037474
                        tynewear*|        .2499731            .034698
                        westmids*|       -.2034792            .058293
                          wyorks*|       -.0890329            .032616
                        avonglos*|       -.0702495            .040944
                        bedsbuck*|         .519918            .022207
                           berks*|       -.0479753            .012491
                          cantab*|        .4828031            .020819
                        cheshire*|       -.0466644            .022901
                        clevdurm*|       -.3647604            .031228
                        corndevn*|        -.203371             .03331
                         cumbria*|        .0694427            .018737
                          derbys*|       -.1454132             .02984
                          dorset*|        .6855309            .022901
                         esussex*|        .0500557            .016655
                           essex*|        .1747218            .022207
                           hants*|        .3412985            .016655
                        hereworc*|        .0678038            .015267
                           herts*|        .0235927             .03678
                        humblinc*|        .1528012            .020125
                            kent*|       -.2571271            .026371
                           lancs*|       -.0637454            .018043
                           leics*|          .48924            .026371
                         norfolk*|        .6963252            .023595
                          nyorks*|          .17375            .040944
                           notts*|       -.4579414            .013185
                            oxon*|         .365233            .027065
                           salop*|        -.692515            .014573
                          staffs*|        .9105996            .018043
                         suffolk*|         .360477            .019431
                          surrey*|        .0331409            .027065
                           warks*|        .1745381            .012491
                         wsussex*|        .5010424            .020819
                           wilts*|        .4226291            .014573
----------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1

Now forgive me for being a bit thick (or, indeed, very), but how is it
that several of these marginal effects *on the probabilities* are greater
than 1? Is the failure of no second-derivative calculation a real problem,
here? Or shall I trundle on down to my local supermarket and see what
Elvis has to say about it all?!

Yours,
CLIVE NICHOLAS,
Politics Building,
School of Geography, Politics and Sociology,
University of Newcastle-upon-Tyne,
Newcastle-upon-Tyne,
NE1 7RU,
United Kingdom.
*
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