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Re: st: mfx compute, predict(pu0) after xtprobit


From   May Boggess <mboggess@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mfx compute, predict(pu0) after xtprobit
Date   16 Dec 2003 07:31:41 -0600

On Monday, Guillaume Frechette wrote:

> Does someone know what mfx compute without any options reports? 
> And, is it just me or the pu0 option is not very well documented in 
> the Stata Help (I mean not using the books)?

In the -mfx- help file it says:

   By default, mfx calculates the marginal effects or elasticities at
   the means of the independent variables by the default prediction
   option associated with the preceding estimation command.

So, you have to look at the help file of the estimation command you are
using, and in Guillaume's case that's -xtprobit-, to see what is the
default for -predict-. 

For a lot of commands it's xb, so using -mfx- without an option is then
the long way of getting you coefficients back again!

Let's look to see what it says in the help file for -xtprobit-:

    Options for predict

    xb calculates the linear prediction.  This is the default for the 
       random-effects model.
...

    mu and rate both calculate the predicted probability of depvar.  
       mu takes into account the offset().  rate ignores those
       adjustments. mu and rate are equivalent if you did not specify
       offset(). mu is the default for the population-averaged model.


So, Guillaume definitely needs to use the option -predict(pu0)- with
-mfx compute-.

yours,
May

-- mboggess@stata.com


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