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Re: st: RE: Re: MVPROBIT
Prof. Stephen Jenkins.
Will do as you suggested. Many thanks again.
--- Stephen P Jenkins <email@example.com> wrote:
> > -----Original Message-----
> > From: firstname.lastname@example.org
> > [mailto:email@example.com] On
> Behalf Of
> > Joseph Capuno
> > Sent: 24 November 2003 01:08
> > To: firstname.lastname@example.org
> > Subject: st: Re: MVPROBIT
> > Hi to all!
> > I am using MVPROBIT (from ssc) to estimate a
> > trivariate probit regresion of the model
> > status=1, Participation=1, Exposure to info
> > 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
> > (2) When "mfx compute" reports that certain
> > explanatory variables have "no effect" under the
> > column dy/dx, does it mean that the variables have
> > 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
> > dependent variable, say Pr(Membership status=1,
> > Participate=1, Exposure to info materials=0) or
> > Pr(Membership status=1, Participate=1|Exposure to
> > 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
> probability such as you cite in (3) cannot
> currently be computed using
> our programs.
> Professor Stephen P. Jenkins <email@example.com>
> Institute for Social and Economic Research
> University of Essex, Colchester CO4 3SQ, U.K.
> Tel: +44 1206 873374. Fax: +44 1206 873151.
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