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From |
Paul Noroski <pjnoroski@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Average Partial Effects after reoprob |

Date |
Thu, 16 Jul 2009 14:32:32 -0400 |

Hello statalist, To my knowledge, the reoprob command for random effects ordered probit models (by Guillaume Frechette) does not lend itself to calculating any kind of partial effects after the regression. In my case, I'm trying to get average partial effects or APE's (where the effect is found for each observation and the average is then taken). I know the command margeff does this after some procedures, but not after reoprob. Does anyone know how to accomplish average partial effects after reoprob? If there's no command to achieve this simply, is there a program I could write to get APE's (with standard errors). For a model y = xb+u, suppose y takes on three values [1, 2, 3] and that we want the effect of x on prob(y=3). In other words, we want the effect of regressor x on prob(u>cut2 - xb). I already know how to find the marginal effect at the mean of other regressors, viz program define mypredict ... gen double `varlist'= 1-norm([_cut2]_b[_cons]-`xb') if `touse' end This gives the function that mfx will either take the derivative of (for continuous regressors) or take differences of (for dummy regressors). Is there an analogous statement to instead get the average of partial effects (APE's) with standard errors after reoprob? thanks to anyone who can help, Paul * * 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/

**Follow-Ups**:**Re: st: Average Partial Effects after reoprob***From:*Austin Nichols <austinnichols@gmail.com>

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