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Re: st: Computing Average Partial Effects after xtprobit, re


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Computing Average Partial Effects after xtprobit, re
Date   Mon, 15 Aug 2011 17:40:40 +0100

Hello there,

Actually I want to compute the fixed effects probit model. However,
knowing the incidental parameter problem, I resort to the solution
prescribed in Woolridge (2002) which is adding the mean variables of
the dependent variable in the estimating specification.

They (Woolridge, 2002) have shown in their text on how one could
calculate the average partial effects for a random effect probit model
corrected with Mundlak corrections. I understand it conceptually but I
am finding it difficult to implement it in Stata.

Thanks
Natasha



On Mon, Aug 15, 2011 at 4:33 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Mon, Aug 15, 2011 at 5:24 PM, natasha agarwal wrote:
>> I wanted to compute the average partial effects manually after xtprobit, re.
>
> What do you want to do with the random effects? If you want to be
> strict, you would have to average over these as well, and that has not
> been implemented (yet). You use a hybrid solution, where you fix the
> random effects at the mean (0) and average over the remaining
> variables. You can do so by typing:
>
> margins, predict(pu0) dydx(*)
>
> A more elegant solution is to forget about probit and xtprobit and
> move to logit and xtlogit. After that you can just interpret the odds
> ratios, which are independent of the other variables and thus don't
> need such hybrid solutions.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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