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Re: st: Calculate Marginal Effect after IVPROBIT


From   Prabal Kumar De <prabal.de@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Calculate Marginal Effect after IVPROBIT
Date   Mon, 09 Jul 2007 14:45:45 -0400

Wondeful! Thanks to both of you.
   Regards,
    Prabal

***************************************************
Prabal Kr. De
Department of Economics, New York University










----- Original Message -----
From: "Brian P. Poi" <bpoi@stata.com>
Date: Monday, July 9, 2007 2:21 pm
Subject: Re:  st: Calculate Marginal Effect after IVPROBIT
To: statalist@hsphsun2.harvard.edu


> On Mon, 9 Jul 2007 07:34:16 -0400 (EDT), 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.
> >   Thanks,
> >   Prabal
> > ***************************************************
> > Prabal Kr. De
> > Department of Economics, New York University
>
>
>  When using Stata 9, you can safely use the "force" option with -mfx-
> after
>  -ivprobit- to obtain the standard errors of the marginal effects:
>
>      . webuse laborsup
>      . ivprobit fem_work fem_educ kids (other_inc = male_educ)
>      . mfx, predict(p) force
>
>
>  The maximum likelihood estimator fits the probit equation as well as
> the
>  reduced-form equation for other_inc jointly.  By default, -mfx- will
>
>  refuse to compute standard errors if a righthand side variable in one
>
>  equation appears as the dependent variable in another equation of the
>
>  model (as other_inc does in this case).  For most models, that is the
>
>  appropriate thing to do.  However, for -ivprobit-, the probability of
> a
>  positive outcome only depends on the coefficients of the probit
> equation,
>  so it is safe to use the "force" option with -mfx-.
>
>  In Stata 10, we made -mfx- report the standard errors after
> -ivprobit-
>  without your needing to specify the "force" option.
>
>      -- Brian Poi
>         bpoi@stata.com
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