Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: questions using "margeff"


From   Wei Jiang <weijiang_cbs@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: questions using "margeff"
Date   Mon, 27 Apr 2009 07:22:35 -0700 (PDT)

I just used the "margeff" module to compute the average partial effect (APE), and found the following problem:

Suppose a probit mode is: 

Y* = a1*x1 + a2*x2 + e;
y = 1 if Y* > 0; and = 0 if otherwise.

I would think that a1/a2 must be equal to APE(x1)/APE(x2) because 

APE(x1) = 1/n *sum(a1*normpdf(a1*x1+a2*x2))
APE(x2) = 1/n *sum(a2*normpdf(a1*x1+a2*x2))

But the APE estimates produced by margeff does not satisfy this property.  Anyone can advise?

Many thanks.

Wei Jiang



      

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index