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RE: st: RE: Marginal effects after ivprobit


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Marginal effects after ivprobit
Date   Tue, 13 Sep 2005 21:59:38 +0100

I do not use this stuff, so I cannot help, but it seems to me 
that no-one can help you unless you show us 

	Stata syntax that you typed 

	what Stata did (or did not do) 

This really is the oldest and best advice on this list. Doing 
anything else is just going to increase your frustration and 
get you nowhere slowly. 

Nick 
n.j.cox@durham.ac.uk 

Tinna
 
> 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 

> > 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.

Scott Merryman 

> > > 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

Tinna

> > > > 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.

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