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Re: st: margeff/margins discrepancy


From   Richard Williams <Williams.NDA@comcast.net>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: margeff/margins discrepancy
Date   Sun, 25 Apr 2010 23:07:39 -0500

At 09:14 PM 4/25/2010, Michael Mitchell wrote:
Greetings

 Hmmm... ran your code and I get the same coefficient and se from
-margeff- and -margins- using Stata 11, see below

Ok, I have a theory. Is there any chance you are using the old version of margeff, that has now been renamed margeff8? Because margeff8 gives the same answer as margins while margeff does not:

. margeff8

Average marginal effects on Prob(married==married) after probit

------------------------------------------------------------------------------
     married |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        wage |  -.0071433   .0150751    -0.47   0.636      -.03669    .0224033
------------------------------------------------------------------------------

. margins, dydx(wage)

Average marginal effects                          Number of obs   =         78
Model VCE    : OIM

Expression   : Pr(married), predict()
dy/dx w.r.t. : wage

------------------------------------------------------------------------------
             |            Delta-method
             |      dy/dx   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        wage |  -.0071433   .0150751    -0.47   0.636    -.0366901    .0224034
------------------------------------------------------------------------------

. margeff

Average partial effects after probit
      y  = Pr(married)

------------------------------------------------------------------------------
    variable |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        wage |  -.0071375   .0149933    -0.48   0.634    -.0365238    .0222489
------------------------------------------------------------------------------


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Richard Williams, Notre Dame Dept of Sociology
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