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Re: st: margeff/margins discrepancy


From   Richard Williams <Williams.NDA@comcast.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: margeff/margins discrepancy
Date   Sat, 24 Apr 2010 18:40:44 -0500

At 05:18 PM 4/24/2010, Joanne W. Hsu wrote:
Hi Statalist-ers--

I've recently started using margins to compute probit average marginal effects in Stata 11 where I had previously used margeff. I have found that although the AME coefficients are very close or identical, the standard errors reported by margins are vastly larger than those originally reported by margeff (z score of -2.21 by margins, versus -6.92).

A replicable example, or at least seeing your code, could help. In particular, you want to be sure that the margins command really is doing the same thing as margeff.

I have found that in some instances using version control on the estimation command is helpful with margeff, e.g.

version 9: probit y x
margeff

This is because margeff was written for Stata 9, and some of the ereturned results from estimation commands changed in Stata 10 or 11.

If that doesn't solve it why don't you post your code, or better yet a replicable example.


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Richard Williams, Notre Dame Dept of Sociology
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