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st: Simulating a change in a variable and obtaining its effects on the predicted probabilities of a multinomial probit.
I am trying to figure out how to simulate the effect of a change of a
variable on the predicted probabilities of a multinomial probit.
For simple probit model you can do as follows:
probit y x1 x2 x3
gen cons =_b[_cons]
This gives the same results as the 'predict' command after a probit.
Then, to simulate a rise of 1 unit in x2 for example, I think you can
do as follows:
and then to find the new predicted probabilities,
Does anyone know how to perform a similar procedure for the mprobit
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