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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing whether the average partial effects are statistically different across groups? |

Date |
Wed, 31 Aug 2011 14:13:44 +0200 |

On Wed, Aug 31, 2011 at 1:13 PM, natasha agarwal wrote: > Thank you very much for your kind assistance. > > Can this also be performed after xtprobit, re? As long as you are willing to fix the group level random variable at the mean, but that does not fit well with the logic of average marginal effects. If you really want to report your results as only one marginal effect per variable than you are much better of using a linear probability model, as that model assumes that there is only one marginal effect per variable. If that model does not fit well to your data, than fitting an -(xt)probit- and reporting one marginal effect per variable afterwards is not going to solve that problem. The "solution" that -(xt)probit- and -(xt)logit- offers is that it makes the regression lines non-linear, i.e. the marginal effects are allowed to change from individual to individual. If you just report one (average or otherwise) marginal effect, than you are undoing the very fix that is implied with your -(xt)probit- or -(xt)logit- model. If a linear probability model does not fit, than your best choice is to forget about -probit- and move -logit- and interpret odds ratios. 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: Testing whether the average partial effects are statistically different across groups?***From:*natasha agarwal <agarwana2@googlemail.com>

**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**Re: st: Testing whether the average partial effects are statistically different across groups?***From:*natasha agarwal <agarwana2@googlemail.com>

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