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Re: st: margin vs mfx


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: margin vs mfx
Date   Fri, 23 Sep 2011 18:28:03 -0700

-margins- wants you to explicitly declare factor variables as such
during estimation, else they are considered as continuous, whereas
-mfx- and -dprobit- gauge this from the possible values:

sysuse auto, clear
generate goodplus = rep78 >= 4 if rep78 < .

dprobit foreign mpg goodplus
probit foreign mpg goodplus
mfx
probit foreign mpg i.goodplus
margins, dydx(*) atmeans

T

On Fri, Sep 23, 2011 at 11:52 AM, Fernando Rios Avila
<f.rios.a@gmail.com> wrote:
> 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:
>
>  sysuse auto
>  help dprobit
>  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
>
> *results
>
> mfx
>
> Marginal effects after probit
> y  = Pr(foreign) (predict)
> =  .22866238
>
> 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)
>
>
> Delta-method
> 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.
> *
> *   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/
>



-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

*
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