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st: average marginals for ivprobit


From   Chris Rohlfs <car@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: average marginals for ivprobit
Date   Sat, 27 Aug 2005 12:32:42 -0500 (CDT)

hi statalist,

i have two questions about average marginal effects. any thoughts/suggestions would be very much appreciated.

1) does anybody here know how to compute average marginal effects & their standard errors for ivprobit estimates? mfx appears to only present marginal effects for one observation at a time (i.e., not the average of _N different marginal effects). and the user-created margeff does not support ivprobit.

2) is there an easy way to compute average marginal effects and their standard errors for nonlinear functions of regressors? for instance, i'm running an ivprobit of y on x (using some instrument z) and i'd like to estimate the average of dy/d(x^2) for my _N observations & get the appropriate standard error.

thank you very much!
chris
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