Bookmark and Share

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, is already up and running.

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

Re: st: Calculating margins after biprobit

From   urbain thierry YOGO <>
Subject   Re: st: Calculating margins after biprobit
Date   Mon, 5 Dec 2011 21:37:41 +0100

Try the following command
margins, dydx(_all) post
this is equivalent to  mfx compute, predict(p11) with
(p11)=(depvar1=1, depvar2=1)
however a simple and general way is the following

The marginal effects for, Pr(depvar1=1, depvar2=1), are
mfx compute, predict(p11)
The marginal effects for Pr(depvar1=1, depvar2=0) are
mfx compute, predict(p10)
The marginal effects for Pr(depvar1=0, depvar2=1) are
mfx compute, predict(p01)
The marginal effects for Pr(depvar1=0, depvar2=0) are
mfx compute, predict(p00)

2011/12/5, Wakeman, Simon <>:
> I am investigating the effect of a binary variable X on a binary variable Y,
> where X is potentially endogenous. I estimated a biprobit:
>  biprobit (Y = X ) (X = Z).
> However, when I use the following margins command
>  margins, dydx(X) over(X)
> I get the error message:
> "default prediction is a function of possibly stochastic quantities other
> than e(b)"
> I also tried mfx but it does not seem to produce a marginal effect for X.
> I would much appreciate if anyone can tell me how to obtain the marginal
> effect of X on Y.
> Thanks for your help.
> Simon
> *
> *   For searches and help try:
> *
> *
> *

*Urbain Thierry YOGO
P.h.D candidate in Economics*
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index