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st: bootstrap marginal effect in two-stage logit model


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrap marginal effect in two-stage logit model
Date   Tue, 10 May 2011 09:35:24 -0700 (PDT)

Dear all,

I want to estimate a logit model with one continuous endogenous explanatory
variable, I have two instruments in hand to address the endogeneity, so I
would like to use two-stage IV logit estimation. I want to use bootstrap to
return the estimates of marginal effects and their bootstrap standard
errors. Can anyone share your codes? 

I also check previous answers to the similar question, and find the
following link:
http://www.stata.com/statalist/archive/2007-07/msg00779.html, however this
program seems to return only one marginal effect for education, and I need
to return the marginal effects for the whole set of control variables, and I
don't understand why the author only bootstrap "r(mfx)".

The following are my codes, but the returned results seem to be the point
estimates rather than the marginal effects of the logit model:

use http://fmwww.bc.edu/ec-p/data/wooldridge/mroz.dta, clear
capture program drop marg
prog marg, rclass
 regress educ age kidslt6 kidsge6 city moth fath
 capture drop peduc
 predict peduc,xb
 logit inlf peduc age kidslt6 kidsge6 city
 mfx
 matrix b=e(Xmfx_dydx)
 return scalar mfeduc=b[1,1]
 return scalar mfage=b[1,2]
 return scalar mfkidslt6=b[1,3]
 return scalar mfkidsge6=b[1,4]
 return scalar mfcity=b[1,5]
end
bootstrap, reps(20): marg

Any method to fix this?

Thanks,
Sharon

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