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Re: st: Telling what is significant in mprobit


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Telling what is significant in mprobit
Date   Mon, 26 Jul 2010 04:48:36 -0500

See

http://www.stata.com/statalist/archive/2004-03/msg00142.html

Scott


On Sun, Jul 25, 2010 at 6:17 PM, Laura Cyron <lauracyron@yahoo.de> wrote:
> Hello Statalist,
>
> I am currently trying to evaluate a multinomial probit model regarding the usage
> of mutually exclusive financial service options with the help of -mprobit-. And
> I wish to give the marginal effects at the means in the written data analysis.
>
>
> Now I am confused how to tell which independent variables are significant.
> Normally, I take a look at P > |z| of the coefficients and check whether the
> values are below the alpha value of, for instance, the significance level of 10%
> (so, a value > 0.1).
>
> A simplified (and shortend) version of my code is as follows:
>
> mprobit fin_services age female log_expenditure risk_attitude
> mfx2
>
> (where fin_services takes on 8 different values)
>
> In the first very basic test runs I undertook using -mfx2-, I stumbled  across
> the problem that some of the P > |z| values of the coefficients in mprobit
> indicate that "female" and "log_expenditure" are significant for fin_services
> category 4.
> Then I ran -mfx2- and in that output P > |z| was only significant for "female"
> and no longer for "log_expenditure" when Pr(fin_services==4).
>
> What does this tell me? Or rather am I making a mistake here?
> And which coefficients would than be the significant one which I could mention
> in my analysis.
>
>
> I would greatly appreciate your input.
>
> Thank you,
> Laura
>
>
>
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