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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: different p-values in mfx after xtprobit |

Date |
Fri, 13 May 2011 09:19:25 +0200 |

On Thu, May 12, 2011 at 6:51 PM, ramesh wrote: > Hi, I am using xtprobit model for my research. I want to find the marginal > effect after the xtprobit model. I used the "mfx compute, predict(pu0)" > command and got the results but my p-value is totally different and it turns > out 0.99 for almost all variable. I have attached the xt probit result and > its corresponding mfx herewith. Is there any suggest to get consistent > p-value in calculating the marginal effect? The fact that the p-values are different is to be expected as you are testing different null hypotheses. However, the results you show do indicate a problem in your model. One problem I can see is that you are either modeling an extremely rare event or you did not center your explanatory variables. I see that because the constant is -98, which is corresponds to a very very small probability for the group that has the value 0 on all covariates. If you are modeling such an extremely rare event than I would say that the standard error returned by -mfx- accurately represent the amount of information available in your data. However, I suspect you just forgot to center your variables. This can be a big deal for this type of models because what they do is "estimate" group specific constants, and if you do not center your variables the constants will represent groups that are way outside the range of your data. This can often lead to anomalies like the one you are reporting. So, I would look at each explanatory variable and see if the value 0 represents a meaningful value that is within (or very close to) the range of the data. When that is not the case I would pick some meaningful number for that variable (for example the mean) and subtract that number from that variable, such that value 0 no represents that meaningful number. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: different p-values in mfx after xtprobit***From:*ramesh <ramesh.ghim@gmail.com>

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