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st: margin vs mfx
Fernando Rios Avila <email@example.com>
st: margin vs mfx
Fri, 23 Sep 2011 14:52:04 -0400
Dear Stata listers,
I was checking some of my old program files which im trying to update,
and found one issue I hope someone can help me with.
The problem is that When I run the old program -dprobit- the marginal
results reported there are identical to the ones obtain using -mfx-
after a probit model.
However, when I apply the margin command, i cant obtain the same
results. they are similar, but not the same.
for instance see the following results:
Here is an example of the differences im finding:
generate goodplus = rep78 >= 4 if rep78 < .
dprobit foreign mpg goodplus
Probit regression, reporting marginal effects Number of obs = 69
LR chi2(2) = 30.92
Prob > chi2 = 0.0000
Log likelihood = -26.942114 Pseudo R2 = 0.3646
foreign dF/dx Std. Err. z P>z x-bar [
95% C.I. ]
mpg .0249187 .0110853 2.30 0.022 21.2899 .003192 .046646
goodplus* .4740077 .1114816 3.81 0.000 .42029 .255508 .692508
obs. P .3043478
pred. P .2286624 (at x-bar)
(*) dF/dx is for discrete change of dummy variable from 0 to 1
z and P>z correspond to the test of the underlying coefficient being 0
probit foreign mpg goodplus
Marginal effects after probit
y = Pr(foreign) (predict)
variable dy/dx Std. Err. z P>z [ 95% C.I. ] X
mpg .0249187 .01109 2.25 0.025 .003192 .046646 21.2899
goodplus* .4740077 .11148 4.25 0.000 .255508 .692508 .42029
(*) dy/dx is for discrete change of dummy variable from 0 to 1
margins, dydx(*) atmeans
Conditional marginal effects Number of obs = 69
Model VCE : OIM
Expression : Pr(foreign), predict()
dy/dx w.r.t. : mpg goodplus
at : mpg = 21.28986 (mean)
goodplus = .4202899 (mean)
dy/dx Std. Err. z P>z [95% Conf. Interval]
mpg .0249187 .0110854 2.25 0.025 .0031918 .0466455
goodplus .46276 .1187437 3.90 0.000 .2300267 .6954933
Is there anyway to obtain the same results?
I know this must be an old issue, but cant seem to find references to this.
Thanks in advance.
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