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Re: st: Calculating margins after biprobit


From   urbain thierry YOGO <yogout@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <Simon.Wakeman@esmt.org>:
> 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
>
>
> *
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>


-- 
*Urbain Thierry YOGO
P.h.D candidate in Economics*
*
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*   http://www.ats.ucla.edu/stat/stata/


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