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Re: st: Marginal Effects after Biprobit with Reliable Standard Errors?


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Marginal Effects after Biprobit with Reliable Standard Errors?
Date   Tue, 1 Jun 2010 15:29:23 -0400

Claudia Berg <cberg@gwmail.gwu.edu>
See for starters:
http://www.stata.com/statalist/archive/2010-02/msg00045.html

On Sat, May 29, 2010 at 6:44 PM, Claudia Berg <cberg@gwmail.gwu.edu> wrote:
> 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!

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