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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 17:44:11 -0400

Hmmmm!

I appreciate your time guys. 

Here are my commands and results. 

. ivprobit   employment ( OBESEbmi=diet1 diet2)  centage centagesq
edu2 edu3 edu4 edu5 edu6 marriage2 marri
> age3 marriage4 children


Fitting exogenous probit model

Iteration 0:   log likelihood = -597.05914
Iteration 1:   log likelihood = -415.87674
Iteration 2:   log likelihood = -403.33373
Iteration 3:   log likelihood = -402.89898
Iteration 4:   log likelihood = -402.89762
Iteration 5:   log likelihood = -402.89762

Fitting full model

Iteration 0:   log likelihood = -746.36499  
Iteration 1:   log likelihood = -744.94761  
Iteration 2:   log likelihood = -744.38178  
Iteration 3:   log likelihood =    -744.38  
Iteration 4:   log likelihood =    -744.38  

Probit model with endogenous regressors           Number of obs   =       1045
                                                  Wald chi2(12)   =     281.90
Log likelihood =    -744.38                       Prob > chi2     =     0.0000

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
employment   |
    OBESEbmi |  -.8835098   .4013275    -2.20   0.028    -1.670097   -.0969223
     centage |  -.0114935   .0039625    -2.90   0.004    -.0192598   -.0037272
   centagesq |  -.0026056   .0002318   -11.24   0.000    -.0030599   -.0021513
        edu2 |  -.5586423   .1567106    -3.56   0.000    -.8657895   -.2514951
        edu3 |    .152094   .1354019     1.12   0.261    -.1132888    .4174769
        edu4 |   .4574337   .1725559     2.65   0.008     .1192304     .795637
        edu5 |   .4399531   .1929985     2.28   0.023     .0616829    .8182233
        edu6 |   .9912227   .3626966     2.73   0.006     .2803504    1.702095
   marriage2 |  -.0014036    .181648    -0.01   0.994    -.3574272    .3546199
   marriage3 |  -.4220406   .1645533    -2.56   0.010    -.7445591    -.099522
   marriage4 |  -.6121703   .2256473    -2.71   0.007    -1.054431   -.1699096
    children |  -.0192385   .0425978    -0.45   0.652    -.1027286    .0642516
       _cons |   1.534364   .1681024     9.13   0.000      1.20489    1.863839
-------------+----------------------------------------------------------------
    /lnsigma |  -1.090328   .0218741   -49.85   0.000    -1.133201   -1.047456
     /athrho |   .3088546   .1551784     1.99   0.047     .0047107    .6129986
-------------+----------------------------------------------------------------
       sigma |   .3361062    .007352                       .322001    .3508292
         rho |   .2993948   .1412686                      .0047106    .5462345
------------------------------------------------------------------------------
Instrumented:  OBESEbmi
Instruments:   centage centagesq edu2 edu3 edu4 edu5 edu6 marriage2 marriage3
               marriage4 children diet1 diet2
------------------------------------------------------------------------------
Wald test of exogeneity (/athrho = 0): chi2(1) =     3.96 Prob > chi2 = 0.0466

. mfx 

warning: predict() expression  unsuitable for standard-error calculation;
option nose imposed


Marginal effects after ivprobit
      y  = Fitted values (predict)
         =  .77898262
-------------------------------------------------------------------------------
                        variable |          dy/dx                 X
---------------------------------+---------------------------------------------
                        OBESEbmi |       -.8835098            .159183
                         centage |       -.0114935            -.21666
                       centagesq |       -.0026056            251.145
                            edu2 |       -.5586423            .125493
                            edu3 |         .152094            .228086
                            edu4 |        .4574337            .159307
                            edu5 |        .4399531            .144449
                            edu6 |        .9912227            .056753
                       marriage2 |       -.0014036            .099244
                       marriage3 |       -.4220406            .085597
                       marriage4 |       -.6121703            .061284
                        children |       -.0192385            2.40813
                           diet1 |               0            .613461
                           diet2 |               0            .150254
-------------------------------------------------------------------------------


On 9/13/05, Scott Merryman <smerryman@kc.rr.com> wrote:
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of Tinna
> > Sent: Tuesday, September 13, 2005 3:37 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: Re: st: RE: Marginal effects after ivprobit
> >
> > 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.
> 
> <snip>
> 
> But they are not.
> 
> . webuse laborsup, clear
> 
> . ivprobit fem_work fem_educ kids (other_inc = male_educ) , nolog
> 
> Probit model with endogenous regressors        Number of obs   =        500
>                                               Wald chi2(3)    =     163.88
> Log likelihood = -2368.2062                    Prob > chi2     =     0.0000
> 
> ----------------------------------------------------------------------------
> Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+--------------------------------------------------------------
> fem_work     |
>   other_inc |  -.0542756   .0060854    -8.92   0.000    -.0662027   -.04234
>    fem_educ |    .211111   .0268648     7.86   0.000     .1584569    .26376
>        kids |  -.1820929   .0478267    -3.81   0.000    -.2758316   -.08835
>       _cons |   .3672083   .4480724     0.82   0.412    -.5109975    1.2454
> -------------+--------------------------------------------------------------
>    /lnsigma |   2.813383   .0316228    88.97   0.000     2.751404    2.8753
>     /athrho |   .3907858   .1509443     2.59   0.010     .0949403    .68663
> -------------+--------------------------------------------------------------
>       sigma |   16.66621   .5270318                      15.66461    17.731
>         rho |   .3720374   .1300519                      .0946561    .59581
> ----------------------------------------------------------------------------
> Instrumented:  other_inc
> Instruments:   fem_educ kids male_educ
> ----------------------------------------------------------------------------
> Wald test of exogeneity (/athrho = 0): chi2(1) =     6.70 Prob > chi2 =
> 0.0096
> 
> . estimates store iv
> 
> . 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
> ----------------------------------------------------------------------------
> 
> . estimates store mfx
> 
> Or, all together for easy comparison:
> 
> . estout iv mfx, style(fixed) margin meqs(fem_work) label varwidth(24)
> varlabels(_cons Constant) keep(fem_work:) collabels(,none)
> 
>                                   iv          mfx
> Does female work?
> Other income                -.0542756    -.0214364
> Female education level        .211111     .0833791
> Number of children          -.1820929    -.0719183
> Constant
> 
> 
> Scott
> 
> 
> 
> 
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