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From |
"Villa Lora, Juan Miguel" <JUANMIGUELV@Contractual.iadb.org> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Marginal Effect Probit - percent points? |

Date |
Mon, 31 Aug 2009 10:55:36 -0400 |

I guess the interpretation would be as simple as "an unit change in the RHS variable would lead a change in the probability that the endogenous variable in X% ". Remember that this change is calculated on the probability average since you get a vector of dF/dX, which implies a % change of the cumulative density function. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sophia Rüster Sent: Lunes, 31 de Agosto de 2009 10:37 a.m. To: statalist@hsphsun2.harvard.edu Subject: st: Marginal Effect Probit - percent points? Dear all, I have run a Probit model and calculated the marginal effects afterwards. Assuming a continuous RHS variable, the marginal effect is interpreted the following way: "An infinitesimal change in the RHS variable changes the probability that the endogenous variable takes the value of one by X%". Are these X% (1) percent points or (2) percent of the actual value? Example: Pr(Y=1) = 0.5 Marginal Effect of x on y = 0.1 (1) Does it mean Pr(Y=1) changes to 0.6 (0.5+0.1) (2) or does it mean Pr(Y=1) changes to 0.55 (0.5*1.1) Thanks a lot for a brief response! Sophie * * 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/ * * 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/

**References**:**st: Marginal Effect Probit - percent points?***From:*Sophia Rüster <sophia.ruester@tu-dresden.de>

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