"For a more mathematical/numerical reason....
the standard error of the marginal effect is obtained by the delta
method, which means that the standard error for the marginal effect of
one independent variable involves the whole variance-covariance matrix
from the estimation together with the appropriate entries from the
Jacobian. In other words, there is a lot of stuff that goes into the
calculation beyond just the standard error of the coefficient of that
variable, and these other things can cause it to be greater than 0.05,
even when the coefficient standard error is less than 0.05."
Note: It appears that the marginal effects you are reporting under the
column "margeff" are not the marginal effects at the mean but the mean of
the marginal effects.
. use "http://www.stata-press.com/data/r9/nhanes2f.dta",clear
. qui svy: probit heartatk height weight female black age highbp
. mfx
Marginal effects after svy:probit
y = Pr(heartatk) (predict)
= .01018915
---------------------------------------------------------------------------
variable| dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
--------+------------------------------------------------------------------
height | -.0002103 .00018 -1.18 0.237 -.000559 .000139 168.465
weight | .0001798 .00008 2.21 0.027 .000021 .000339 71.9113
female* | -.0127414 .00357 -3.57 0.000 -.019744 -.005739 .520313
black* | -.0006893 .00221 -0.31 0.756 -.005028 .00365 .095637
age | .0011518 .00008 13.93 0.000 .00099 .001314 42.2387
highbp* | -.0033818 .00176 -1.93 0.054 -.006824 .00006 .105917
----------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
. margeff, at(mean) dummies(female \ black \ highbp)
Marginal effects at means on Prob(heartatk==1) after probit
---------------------------------------------------------------------------
heartatk | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
height | -.0002103 .000178 -1.18 0.237 -.0005592 .0001385
weight | .0001798 .0000812 2.21 0.027 .0000207 .000339
female | -.0127414 .0035728 -3.57 0.000 -.019744 -.0057388
black | -.0006893 .0022138 -0.31 0.756 -.0050283 .0036497
age | .0011518 .0000835 13.80 0.000 .0009882 .0013154
highbp | -.0033818 .0017562 -1.93 0.054 -.006824 .0000603
---------------------------------------------------------------------------
. margeff
Average marginal effects on Prob(heartatk==1) after probit
---------------------------------------------------------------------------
heartatk | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
height | -.0006499 .0005384 -1.21 0.227 -.0017052 .0004053
weight | .0005557 .0002374 2.34 0.019 .0000904 .0010209
female | -.0373506 .0092254 -4.05 0.000 -.0554321 -.0192692
black | -.0021513 .0069901 -0.31 0.758 -.0158517 .0115491
age | .003559 .0003089 11.52 0.000 .0029536 .0041644
highbp | -.0111666 .0061382 -1.82 0.069 -.0231972 .000864
---------------------------------------------------------------------------
Scott
*
* 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/
