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Re: st: significance levels in outreg2 after dprobit


From   "Sandu Cojocaru" <scojocaru@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: significance levels in outreg2 after dprobit
Date   Sat, 18 Oct 2008 16:11:38 -0400

Thank you, Roy. That works.

sandu

On Sat, Oct 18, 2008 at 1:38 PM, Roy Wada <roywada@hotmail.com> wrote:
>
>>... 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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