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


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Turning -mfx- into -MFI-...
Date   Fri, 14 Nov 2003 17:49:26 -0600

----- Original Message ----- 
From: "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, November 13, 2003 5:48 PM
Subject: st: Turning -mfx- into -MFI-...


> 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?!
>


Take a look at the examples given in [R] -mfx compute- or in the help
ile.  -mfx compute- after -xtprobit- will simply give you the estimated
coefficients.

I imagine you want -mfx compute, predict(pu0)- for the predicted probabilities.
Also, if you do not want the standard errors (or want to wait) use the -nose-
option.  This will speed things up considerably.

Elvis has left the building.

Scott



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