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st: what's an infinitesimal change in dprobit


From   Tom Bonen <tom.bonen@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: what's an infinitesimal change in dprobit
Date   Wed, 26 Oct 2005 13:17:31 -0400

Hi Statalisters,

in the dprobit help it reads "dprobit reports the marginal effect,
that is the change in the probability for an infinitesimal change in
each independent, continuous variable and, by default, reports the
discrete change in the probability for dummy variables."

What does "infinitesmal change" mean here exactly?

I ran some models to investigate this and it turns out that the
dprobit coeffs are usually close but not always identical to the
centered discrete change coefficients (the change in Pr(Y=1) when
going from mean(x1)-1/2 to mean(x1)+1/2 (fixing the other covariates
at their means).

Or are the dprobit coeffs simply dF/dx w.r.t to x1 (i.e. the slope of
the partial derivative evaluated at the mean x1)? If yes, what would
be the exact interpretation this?

Thanks!

Best, Tom

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