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st: Re: significance levels in outreg2 after dprobit


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: significance levels in outreg2 after dprobit
Date   Sat, 18 Oct 2008 19:48:25 +0200

I agree with Roy on his last point. -dprobit-`s output is hard to understand. The official -estimates store- does not pick up its output, but the underlying -probit- model

***********
sysuse auto, clear
generate goodplus = rep78 >= 4 if rep78 < .
dprobit foreign mpg goodplus
estimates store dprob
probit foreign mpg goodplus
estimates store prob
estimates table dprob prob, star(.05 .01 .001) style(oneline)
***********

The relevance of -dprobit- in the face of the readily available -mfx- is indeed questionable...


HTH
Martin
_______________________
----- Original Message ----- From: "Roy Wada" <roywada@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, October 18, 2008 7:38 PM
Subject: st: significance levels in outreg2 after dprobit



... 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

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