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From |
"Stephen P Jenkins" <stephenj@essex.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Re: MVPROBIT |

Date |
Mon, 24 Nov 2003 09:26:53 -0000 |

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Joseph Capuno > Sent: 24 November 2003 01:08 > To: statalist@hsphsun2.harvard.edu > Subject: st: Re: MVPROBIT > > > Hi to all! > > I am using MVPROBIT (from ssc) to estimate a > trivariate probit regresion of the model Pr(Membership > status=1, Participation=1, Exposure to info materials=1). > After running mvprobit, I did "mfx compute" to obtain the > marginal effects, which stata supplies after some time. I'd > appreciate any help on the following: > > (1) Is it legit to use "mfx compute" after MVPROBIT? > (2) When "mfx compute" reports that certain > explanatory variables have "no effect" under the > column dy/dx, does it mean that the variables have no > statistically valid effects on the dependent variables or > that mfx cannot compute the desired estimates? > (3) Is there a way I can compute for the marginal > effects for different combinations of outcomes in the > dependent variable, say Pr(Membership status=1, > Participate=1, Exposure to info materials=0) or > Pr(Membership status=1, Participate=1|Exposure to info > materials=1). [Am looking for a similar procedure to Stata's > probit whihc allows "mfx compute, predict(pr01)]. I am co-author of -mvprobit- (with Lorenzo Cappellari, who is not a Statalist member). To be honest, I have no idea whether -mfx compute- will produce valid results after a user-written -ml- program like -mvprobit-. Perhaps StataCorp could clarify. Be aware that computation of marginal effects using analytical formulae (rather than numerical derivatives as in -mfx-) is difficult for multivariate probit models. See the Statalist archive for my recent posting about this in the context of -biprobit-. One alternative to calculating marginal effects is to calculate compare predicted probabilities for different covariate combinations. Using prediction program -mvppred- after -mvprobit-, you can derive predicted probabilities of all successes, and of all failures. (These are the only 2 outcome combinations that were feasible to program, given that the # outcome variables is not known in advance.) A conditional probability such as you cite in (3) cannot currently be computed using our programs. Stephen ------------------------------------------------------------- Professor Stephen P. Jenkins <stephenj@essex.ac.uk> Institute for Social and Economic Research University of Essex, Colchester CO4 3SQ, U.K. Tel: +44 1206 873374. Fax: +44 1206 873151. http://www.iser.essex.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/

**Follow-Ups**:**Re: st: RE: Re: MVPROBIT***From:*Joseph Capuno <jcapuno@yahoo.com>

**References**:**st: Re: MVPROBIT***From:*Joseph Capuno <jcapuno@yahoo.com>

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