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st: Marginal Effects after Biprobit with Reliable Standard Errors?


From   Claudia Berg <cberg@gwmail.gwu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Marginal Effects after Biprobit with Reliable Standard Errors?
Date   Sat, 29 May 2010 18:44:53 -0400

Dear Statalist,

I am trying to obtain marginal effects with reliable standard errors after a
Seemingly Unrelated Biprobit model.  I have tried using the commands "mfx
compute, predict()" but Stata warns that it is "unsuitable" for biprobit and
imposes the option "nose".  I know that the option "force" can be used to
obtain standard errors but with no guarrantee that they are reliable.  I
have refered to the earlier discussion on statalist found at
http://www.stata.com/support/faqs/stat/mfx_nose.html which says that: "if
diag(vce) shows a large relative difference (say, bigger than 10^-2 for
example) the standard errors given by using force will probably be
wrong..."  I checked the "diagnose(vce)" option for my data and found that
for my data the relative difference was about 0.029.

Can anyone suggest a way to get reliable standard errors?  If I am forced to
use "force", how unreliable would the standard errors be?

Thank you in advance for any and all advice and comments!

Claudia
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