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st: Significance of Probit estimates versus marginal effects


From   Kir1 <kiron.r@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Significance of Probit estimates versus marginal effects
Date   Wed, 22 Oct 2008 18:11:38 -0700

Hi All,

A search on the statlist archives didn't turn up an answer to this.
Can anyone help?

When i run a probit I find the variable of interest statistically
significant. However, once I list the marginal effects using
'margeff', the variable is not statistically significant anymore.
(margeff, at(mean) same as mfx is still significant as the probit
estimate, albeit at a different level of significance).

What can i make of this?Is the effect of the variable significant or
not? what is the different meaning of the significance of the probit
estimate versus that of the marginal effect?

Thanks in advance
Kiron
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