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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: marginal effects in biprobit and average treatment effect in switching probit |

Date |
Mon, 1 Feb 2010 13:03:17 -0500 |

Paula Albuquerque <pcma@iseg.utl.pt>: -mfx- is not really appropriate (and -margins- will refuse to participate). You need to fully specify what margin you are thinking about to get a sensible marginal effect. Try calculating the marginal effect of X using predictions after your -biprobit- and after the user-written command. E.g.you might want to calculate the conditional prob of Y=1 given X=1 less the cond prob of Y=1 given X=0, letting X=1 and X=0 in turn for each observation, and then averaging over observations. sysuse nlsw88, clear g x=race==1 g y=married biprobit (y=x grade south smsa) (x=industry occupation union) mfx * margins, dydx(*) g wasx=x replace x=1 predict p1a, p11 predict p1b, p10 predict p1c, p01 predict p1d, p00 g p1=p1a/(p1a+p1c) replace x=0 predict p0a, p11 predict p0b, p10 predict p0c, p01 predict p0d, p00 g p0=p0b/(p0b+p0d) replace x=wasx drop wasx g dp=p1-p0 su dp On Mon, Feb 1, 2010 at 9:57 AM, Paula Albuquerque <pcma@iseg.utl.pt> wrote: > Hello. > I am investigating the effect of a dichotomous variable X on a dichotomous > variable Y. There is a potential endogeneity problem. > I estimated a biprobit (one equation with Y as the dependent variable and > another equation with X as the dependent variable) and mfx after that. > Therefore, I obtain the marginal effect of the variable X. > I also tried the simple probit and obtained the marginal effect using mfx. > A switching probit was estimated with a stata program using ML (my coauthor > wrote the program) because I think there is no command for that. (One > equation for Y if X=1, another for Y if X=0, and another for X). In order to > obtain the effect of X on Y the program calculates the average treatment > effect. > > My problem is the marginal effect of X is rather similar using a probit or a > biprobit (0,122 and 0,127). However, the average treatment effect obtained > with the switching probit is much higher (0,468). Is this reasonable? Does > it mean something is wrong? > > I would really be very grateful if someone could help me on this! > > Paula Mateus * * 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: marginal effects in biprobit and average treatment effect in switching probit***From:*"Paula Albuquerque" <pcma@iseg.utl.pt>

**References**:**st: marginal effects in biprobit and average treatment effect in switching probit***From:*"Paula Albuquerque" <pcma@iseg.utl.pt>

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