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st: Average Partial Effects after reoprob


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

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