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Re: st: RE: margeff and svy: probit


From   "Dimitriy V. Masterov" <dvmaster@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: margeff and svy: probit
Date   Mon, 7 Aug 2006 22:36:56 -0400

I am unable to replicate some of Scott Merryman's estimates using his
code. I get that MEM is equal to AME, which does not make sense. I am
using Stata/SE 9.2 on Windows XP, SP2. Perhaps I am missing something
obvious?

Here's my output:

. 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 |  -.0006499   .0005384    -1.21   0.227    -.0017052    .0004053
     weight |   .0005557   .0002374     2.34   0.019     .0000904    .0010209
     female |  -.0380105   .0091002    -4.18   0.000    -.0558465   -.0201744
      black |  -.0021512   .0069897    -0.31   0.758    -.0158508    .0115484
        age |    .003559   .0003089    11.52   0.000     .0029536    .0041644
     highbp |  -.0109917   .0060366    -1.82   0.069    -.0228231    .0008398
------------------------------------------------------------------------------

. 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
------------------------------------------------------------------------------
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