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I've searched the archives and not found an answer to my query.
Is there a straightforward way to obtain the standard errors for the
marginal effects for multiple categories in ordered logit/probit
models?
More precisely, after ologit/oprobit, typing:
mfx, at(mean) predict(outcome(1))
yields the marginal effects for the dependent variable taking on the
value of 1. [y = Pr(y==1) (predict, outcome(1))]
What I would like is something like:
mfx, at(mean) predict(outcome(1 2))
that would produce the marginal effects and the standard errors for
the dependent variable taking on the value of 1 or 2, y = Pr(y==1 |
y==2).
It's trivial to get the marginal effects by repeated calls to mfx.
The standard errors are not as obvious.
Thank you.
Eric Lawrence
Dept. of Political Science
George Washington University
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