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Re: st: mfx in ivprobit


From   Nishant Dass <nishant_dass@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mfx in ivprobit
Date   Mon, 26 May 2008 12:04:23 -0700 (PDT)

Hi Ramani,

Thanks a lot for the reference in Wooldridge; that was very helpful!

Nishant


--- On Mon, 5/5/08, Ramani Gunatilaka <ramani.gunatilaka@gmail.com> wrote:

> From: Ramani Gunatilaka <ramani.gunatilaka@gmail.com>
> Subject: Re: st: mfx in ivprobit
> To: statalist@hsphsun2.harvard.edu
> Date: Monday, May 5, 2008, 12:31 PM
> Hi Nishant,
> 1. Stata's post-estimation command mfx does not work
> after ivprobit
> because  of a scaling issue that arises with the two-step
> estimator
> (but not with the maximum likelihood estimator). Tinna had
> the same
> problem. See 
> http://www.stata.com/statalist/archive/2005-09/msg00373.html
> 2. To obtain average partial effects after the two-step
> estimator see
> Wooldridge (2002), Econometric Analysis of Cross Section
> and Panel
> Data, pp. 472-477.
> Hope this helps.
> Ramani
> 
> 2008/5/5 Nishant Dass <nishant_dass@yahoo.com>:
> > Hi,
> >
> > Could someone please help me with the following two
> issues?
> >
> > 1. Why mfx doesn't predict probabilities in
> ivprobit-twostep?
> > 2. If I do use ivprobit-twostep, what's the best
> way to calculate the marginal effects on probabilities from
> a standard deviation change in an independent variable?
> >
> > Thanks a lot for your help!
> >
> > Nishant
> >
> >
> >     
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