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st: marginal effects in probit


From   Sven Tengstam <Sven.Tengstam@economics.gu.se>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: marginal effects in probit
Date   Fri, 31 Oct 2008 10:56:49 +0100

Dear all,

I am new on this list and I have one question that I hope someone can help me a little bit with. It is about the command "dprobit".

dprobit reports the Confidence Interval for the marginal effects, but "z and P>|z| correspond to the test of the underlying coefficient being 0". Does anyone know why Z is reported for the coefficient (instead of for the marginal effect)? Could it be that when testing the null hypothesis for the marginal effect, it is actually Z for the underlying coefficient that should be used?

Thanks in advance!

Best,
Sven Tengstam, Sweden

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