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RE: st: Margeff with oprobit

From   Richard Williams <>
To   "" <>, "" <>
Subject   RE: st: Margeff with oprobit
Date   Mon, 10 Aug 2009 00:34:55 -0500

At 08:11 PM 8/9/2009, Nicolas Herault wrote:
I do have the same version as you.
One of the reasons I am using margeff rather than mfx is that I want average marginal effects rather than marginal effects at the mean. Below is a simple model, where jlpyrs is the number of years in a jobless household (ranging from 0 to 7). You will see that the marginal effects obtained with margeff (for gender) are much smaller than the ones computed 'manually' (variables t0 to 7 below).

I did the same experiment with mlogit, probit and xtprobit and I did get for these models the same values for both marginal effects. That's why I am wondering whether there is a bug in margeff after oprobit.

Isn't the new -margins- command in Stata 11 supposed to be able to do the same things as margeff? I'm having trouble figuring out the exact syntax though -- does anybody know how to do it? I'm thinking it would be something like

oprobit y i.x
margins, dydx(*) predict(outcome(1))
margins, dydx(*) predict(outcome(2))
margins, dydx(*) predict(outcome(3))

But, no matter what command I use (ologit, mlogit, oprobit) I can't reproduce margeff's results, so I think I must be doing something wrong.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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