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Re: st: Marginal Effects


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal Effects
Date   Thu, 19 Oct 2006 15:50:31 -0500

At 01:59 PM 10/19/2006, Michael Blasnik wrote:
mfx needs to make predictions from the model that was fit by the estimation command. The predictions from a command usually come from a second ado file command_p. In this instance, Stata is looking for dhurd_p to generate model predictions. You can try to write such an ado file yourself (based on looking at similar files). You may be able to use margeff (findit margeff), but I'm not sure if that addresses this issue.
Yes, my guess is that dhurd_p.ado is one of the great unwritten programs right now. dhurdle.ado includes the line

est local predict "dhurd_p";

You could try deleting that, and then the generic predict command would get used instead. But, it may not be adequate for this task. Customized predict commands will do things like predict probabilities and other things that are semi-unique for the command.

Joe Hilbe has written several hurdle commands, available from SSC. Michael W. might check to see whether any of them better fits his needs.

I wonder how many user-written estimation commands include customized predict commands? It is very useful to have them, but it isn't always a trivial matter to do so.


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Richard Williams, Notre Dame Dept of Sociology
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