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Re: st: Average partial effects after oprobit using margeff


From   "Tamas Bartus (tbartus)" <tamas.bartus@uni-corvinus.hu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Average partial effects after oprobit using margeff
Date   Wed, 09 May 2007 14:23:20 +0200

Gimo Goshev wrote
> 
> I have an issue with the estimation of average partial effects after
> -oprobit- using -margeff-. Here is what I am observing: 
> 
> I run:
> 
> oprobit y x1 x2 x3
> margeff
> 
> Then, I calculate manually the effect of a change in x1 (which is
> continuous) in the first outcome category using the following steps:
> 
> oprobit y x1 x2 x3 
> predict xb if e(sample), xb
> gen out1 = (-1*(_b[x1])) * (normalden(_b[/cut1]- xb))
> sum out1
> 
> The calculated mean is the average partial effect of x1.
> Now, when I compare the estimated APE from -margeff- with the above mean,
> the manually estimated effect turns out to be more than two times 
> bigger in
> magnitude than the one provided by -margeff-. 

Do you have the latest version of margeff? Older versions reported wrong marginal effects for 
some oprobit outcomes, but I believe the recent version fixed this bug.

Tamas Bartus (author of margeff)
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