[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Tinna <statalist@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Marginal effects after ivprobit |

Date |
Tue, 13 Sep 2005 16:49:30 -0400 |

According to this website http://www.timberlake.co.uk/stata/software/newin9_morestats.html getting the mfx should be possible (when using MLE, which is the default anyway). The website sais specifically: "New estimation command ivprobit fits probit regression models of binary outcomes with endogenous regressors. Estimation can be performed by maximum likelihood estimation (MLE) or by Newey's minimum chi-squared two-step estimation, but note that some postestimation facilities, such as computing marginal effects with mfx, are available only after ML estimation — the two-step estimator imposes a transformation that invalidates many postestimation results." Tinna On 9/13/05, Tinna <statalist@gmail.com> wrote: > Thanks for the answer Scott. Yes I am pretty sure. > > If you try the same estimations again without regressing quietly then > you will probably see that the coefficients you get after mfx are the > same as from the original estimation. Nothing has really been > changed. > > And also where are the standard errors. Usually mfx spits back > something that looks like this. > > > Tinna > > On 9/13/05, Scott Merryman <smerryman@kc.rr.com> wrote: > > Are you sure? > > > > > > . webuse laborsup, clear > > > > . qui ivprobit fem_work fem_educ kids (other_inc = male_educ) > > > > . mfx , predict(p) > > > > warning: predict() expression p unsuitable for standard-error calculation; > > option nose imposed > > > > > > Marginal effects after ivprobit > > y = Probability of positive outcome (predict, p) > > = .44363395 > > ---------------------------------------------------------------------------- > > variable | dy/dx X > > ---------------------------------+------------------------------------------ > > other_inc | -.0214364 49.6023 > > fem_educ | .0833791 12.046 > > kids | -.0719183 1.976 > > male_educ | 0 11.966 > > ---------------------------------------------------------------------------- > > > > > > > > Scott > > > > > > > -----Original Message----- > > > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > > > statalist@hsphsun2.harvard.edu] On Behalf Of Tinna > > > Sent: Tuesday, September 13, 2005 2:48 PM > > > To: statalist@hsphsun2.harvard.edu > > > Subject: st: Marginal effects after ivprobit > > > > > > The command ivprobit does not allow me to compute marginal effects > > > with mfx as I can do with regular probit estimations. Does anyone > > > know how to get to those marginal effects. > > > Tinna > > > > > > > > > * > > * 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/ > > > * * 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/

**References**:**st: Marginal effects after ivprobit***From:*Tinna <statalist@gmail.com>

**st: RE: Marginal effects after ivprobit***From:*"Scott Merryman" <smerryman@kc.rr.com>

**Re: st: RE: Marginal effects after ivprobit***From:*Tinna <statalist@gmail.com>

- Prev by Date:
**st: RE: Updating Outreg** - Next by Date:
**Re: st: two stage model variance estimators** - Previous by thread:
**Re: st: RE: Marginal effects after ivprobit** - Next by thread:
**RE: st: RE: Marginal effects after ivprobit** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |