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, statalist.org is already up and running.


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

Re: st: marginal effects + bivariate probit + permutation test


From   saqlain raza <bhatti_sb@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: marginal effects + bivariate probit + permutation test
Date   Mon, 13 Feb 2012 05:55:02 -0800 (PST)

Dale J. Poirier 1980, Partial observability in bivariate probit models. Journal of Econometrics. 12: 209-217.
 
I hope this paper give your answer.

Saqlain RAZA
PhD Student


________________________________
From: margherita Comola <margherita.comola@gmail.com>
To: statalist <statalist@hsphsun2.harvard.edu> 
Sent: Monday, February 13, 2012 11:43 AM
Subject: st: marginal effects + bivariate probit + permutation test

Dear Statalisters,

I am estimating a bivariate probit with partial observability, and I
am computing the p-value with a permutation test technique (quadratic
assignment procedure). I have two questions:

1) can I compute the permutation p-value of the marginal effects
(rather than of the raw coefficient)? I could not find any relevant
example in the literature

2) if so, which is the formula to compute the marginal effects for a
bivariate probit with partial observability? I am in a situation where
I need to do the computation myself (even if the command margins can
do the job),

I thank you alot,
Margherita

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index