Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: significance levels in outreg2 after dprobit


From   Roy Wada <roywada@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: significance levels in outreg2 after dprobit
Date   Sat, 18 Oct 2008 10:38:33 -0700

>... when I format the dprobit output using outreg2 
>(e.g.: outreg2 using myfile, bdec(3) nor2>bracket nocons 
>addstat(Pseudo R-squared, `e(r2_p)')) the significance
>levels reported in outreg2 seem to be for the marginal effects,
>and not for the underlying coefficients as in the drobit output.

You can place the significance level from coefficient next to it this way, 
abeit not in the same column.

sysuse auto, clear
dprobit foreign mpg rep78 headroom 
outreg2 using myfile, bdec(3) nor2 bracket nocons replace noaster
probit foreign mpg rep78 headroom 
outreg2 using myfile, bdec(3) nor2 bracket nocons stats(aster)

There is an issue here as to which significance level should be 
reported. -dprobit- reports with respect to the coefficient,
yet -mfx- reports with respect to the marginal effect. -dprobit- 
predates -mfx- by several versions.

probit foreign mpg rep78 headroom
mfx

I am not sure the significance level is something that should be 
mixed. -dprobit- is a rare command that does this.

I would be interested in other people's opinions on this point.

Roy

_________________________________________________________________
You live life beyond your PC. So now Windows goes beyond your PC.
http://clk.atdmt.com/MRT/go/115298556/direct/01/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index