Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Fernando Rios Avila <f.rios.a@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: margin vs mfx |

Date |
Fri, 23 Sep 2011 21:33:13 -0400 |

Thank you very much Tirthankar! I didnt know that particularity of margins. and will help me correct future work. Thanks again Fernando On Fri, Sep 23, 2011 at 9:28 PM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > -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 > > * > * 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/ > * * 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: margin vs mfx***From:*Fernando Rios Avila <f.rios.a@gmail.com>

**Re: st: margin vs mfx***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

- Prev by Date:
**Re: st: margin vs mfx** - Next by Date:
**Re: st: Right Censored ordered probit with Stata 11** - Previous by thread:
**Re: st: margin vs mfx** - Next by thread:
**st: Question related to CDSIMEQ** - Index(es):