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From |
"C.T. Shehzad" <C.T.Shehzad@rug.nl> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Average Partial Effects after Margeff |

Date |
Wed, 16 Sep 2009 16:46:50 +0200 |

Thanks Austin:

Thanks and best regards, Tanveer Austin Nichols wrote:

C.T. Shehzad <C.T.Shehzad@rug.nl> : There is no guarantee (in the general case) that any program will give sensible APE calculations or SEs, including official Stata commands; you have to check the logic of the program for your particular case, and in some cases you may have to reparametrize the model or do some calculations by hand. See e.g. http://www.stata.com/statalist/archive/2008-03/msg00652.html http://www.stata.com/statalist/archive/2009-03/msg01180.html http://www.stata.com/statalist/archive/2009-07/msg00786.html http://www.stata.com/help.cgi?margins and describe your estimation strategy--what are dep,x1,x2,x3? Are there logical dependencies among RHS variables? On Wed, Sep 16, 2009 at 9:31 AM, C.T. Shehzad <C.T.Shehzad@rug.nl> wrote:Dear Statalisters: I am using margeff command after xtprobit to get average partial effects. The problem is that my earlier estimations results (i.e. average partial effects and their standard errors) from using the previous version of margeff (2.1.8 ) considerably differ from the current version (2.2.0). Standard errors are very small now which seem to be a bit unrealistic. I run the same program file on two different PCs. All other things remain the same (including actual xtprobit results) but the average partial effects and especially their standard errors are quite different as calculated in the two versions of margeff. My program set up is as follows: xtprobit dep x1 x2 x3, no log margeff, replace Moreover, for some variables which are insignificant in xtprobit results even at 10 percent level, their average partial effects become significant at one percent level. Am I doing something wrong? or it is just the updating of the program? Thanks for help, Tanveer Difference in versions: Version 2.2.0 - 20 August 2009 - margeff reported incorrect standard errors for marginal effects after oprobit and ologit. This is now fixed. Version 2.1.9 - 13 August 2009 - margeff reported incorrect average partial effects after oprobit and ologit. Partial effects calculated at fixed values or means were however correct.* * 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: Average Partial Effects after Margeff***From:*"C.T. Shehzad" <C.T.Shehzad@rug.nl>

**Re: st: Average Partial Effects after Margeff***From:*Austin Nichols <austinnichols@gmail.com>

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