--- Eric Lawrence <[email protected]> wrote:
> Is there a straightforward way to obtain the standard errors for the
> marginal effects for multiple categories in ordered logit/probit
> models?
<snip>
> It's trivial to get the marginal effects by repeated calls to mfx.
> The standard errors are not as obvious.
I do not understand, getting the standard errors is equally trivial
this way. See the example below.
-essto- and -esttab- are not necessary, they just help put the result
in one table at the end. These commands are part of Ben Jann's -estout-
package which can be downloaded by typing -ssc install estout-.
*------------ begin example ----------------
sysuse auto, clear
ologit rep78 foreign length mpg
qui levelsof rep78
local k : word count `r(levels)'
forvalues i = 1/`k' {
eststo mfx`i' : mfx, predict(p outcome(`i'))
}
esttab, margin se
*-------------- end example ------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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