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Re: st: RE: Marginal effects after ivprobit


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/
> >
>

*
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