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

st: RE: Re: MVPROBIT


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index