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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: biprobit with endogenous regresor and marginal effects |

Date |
Wed, 17 Aug 2011 08:09:55 -0400 |

Lina C <linacs81@gmail.com> : The point of that message (with perhaps the implied threat of incorrect results from -mfx- or -margins-) was that many different marginal effects are possible, and one can manipulate the predicted probabilities and samples over which one averages differences in predicted probabilities to estimate the desired population/dgp quantity, but one has to carefully specify the estimand first; see also http://stata.com/meeting/chicago11/materials/chi11_nichols.pdf On Wed, Aug 17, 2011 at 3:50 AM, Lina C <linacs81@gmail.com> wrote: > Hello, > > I'm estimating a bivariate probit model with an endogenous regressor > (that is instrumented). I have been following the threat (see below) > where it is suggested to calculate manually the marginal effects given > that -mfx neither -margins would work to estimate the marginal > effects. > > Y1 = Y2 X > Y2 = Z X > > I have two questions: > 1. I have calculated the marginal effects as proposed below. However, > they have a different sign to the original coefficient of the > biprobit. I was wondering if this could happen or if there has been > some improvement to calculate the marginal effects in those cases in > Stata. > > 2. Is it common for the standard errors using the iprobit to be large > in comparison to running a 2SLS with 2 binary outcomes? > > Thank you. > > Lina. > > > > -----Original Message----- > From: [hidden email] > [mailto:[hidden email]] On Behalf Of Austin Nichols > Sent: segunda-feira, 1 de Fevereiro de 2010 18:03 > To: [hidden email] > Subject: Re: st: marginal effects in biprobit and average treatment effect > in switching probit > > Paula Albuquerque <[hidden email]>: > -mfx- is not really appropriate (and -margins- will refuse to participate). > You need to fully specify what margin you are thinking about to get a > sensible marginal effect. Try calculating the marginal effect of X using > predictions after your -biprobit- and after the user-written command. > E.g.you might want to calculate the conditional prob of Y=1 given X=1 > less the cond prob of Y=1 given X=0, letting X=1 and X=0 in turn for > each observation, and then averaging over observations. > > sysuse nlsw88, clear > g x=race==1 > g y=married > biprobit (y=x grade south smsa) (x=industry occupation union) > mfx > * margins, dydx(*) > g wasx=x > replace x=1 > predict p1a, p11 > predict p1b, p10 > predict p1c, p01 > predict p1d, p00 > g p1=p1a/(p1a+p1c) > replace x=0 > predict p0a, p11 > predict p0b, p10 > predict p0c, p01 > predict p0d, p00 > g p0=p0b/(p0b+p0d) > replace x=wasx > drop wasx > g dp=p1-p0 > su dp * * 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/

**Follow-Ups**:**Re: st: biprobit with endogenous regresor and marginal effects***From:*Lina C <linacs81@gmail.com>

**References**:**st: biprobit with endogenous regresor and marginal effects***From:*Lina C <linacs81@gmail.com>

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