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From |
"Verkuilen, Jay" <JVerkuilen@gc.cuny.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Significance of Probit estimates versus marginal effects |

Date |
Thu, 23 Oct 2008 13:45:18 -0400 |

Just as an addition, I highly suggest the original poster take a look at: JS Long (1998) Regression Models for Categorical and Limited Dependent Variables. JS Long & J Freese (2005) Regression Models for Categorical Dependent Variables With Stata, 2nd Ed. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Merryman Sent: Thursday, October 23, 2008 7:39 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Significance of Probit estimates versus marginal effects On Wed, Oct 22, 2008 at 8:11 PM, Kir1 <kiron.r@gmail.com> wrote: > 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? > In addition: "...the standard error of the marginal effect is obtained by the delta method, which means that the standard error for the marginal effect of one independent variable involves the whole variance-covariance matrix from the estimation together with the appropriate entries from the Jacobian. In other words, there is a lot of stuff that goes into the calculation beyond just the standard error of the coefficient of that variable, and these other things can cause it to be greater than 0.05, even when the coefficient standard error is less than 0.05." (From May Boggess <mboggess@stata.com> http://www.stata.com/statalist/archive/2004-03/msg00142.html) Scott * * 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/ * * 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/

**References**:**st: Significance of Probit estimates versus marginal effects***From:*Kir1 <kiron.r@gmail.com>

**Re: st: Significance of Probit estimates versus marginal effects***From:*"Scott Merryman" <scott.merryman@gmail.com>

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