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From |
"Austin Nichols" <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Calculate Marginal Effect after IVPROBIT |

Date |
Mon, 9 Jul 2007 11:01:30 -0400 |

Prabal Kumar De <prabal.de@nyu.edu>: See http://www.stata.com/support/faqs/stat/mfx_nose.html and note -dprobit- uses these formulas to calculate marg fx and SEs: Indicator Variables Dp = F(x2*b) - F(x1*b) d(Dp)/db = f(x2*b)*x2 - f(x1*b)*x1 Vhat(Dp) = [d(Dp)/db)]' Vhat(b) [d(Dp)/db] Continuous Variables p = F(x*b) dp/dx = f(x*b)*b = g(b) dg/db = f'(x*b)b'x + f(x*b)I Vhat(dp/dx) = [dg/db] Vhat(b) [dg/db]' presumably you could do this "by hand" as well. On 7/8/07, Prabal Kumar De <prabal.de@nyu.edu> wrote:

Hi! I need to know what is the best way to calculate the marginal effect after running IVPROBIT. I use -mfx- , but it is not reporting standard errors ( even after specifying the value at which to be calculated). I could not find something like -divprobit- Any help will be much appreciated.

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**References**:**st: Calculate Marginal Effect after IVPROBIT***From:*Prabal Kumar De <prabal.de@nyu.edu>

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