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From |
Amanda Fu <mandy.fu1@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: What does "The effect is significant" after xtprobit mean:examining ALL three effects? |

Date |
Tue, 21 Feb 2012 00:29:01 -0500 |

Hello All, I am using an probit random effect estimation (-xtprobit) to examine the effect of a key variable (an income shock) on some outcome (work or notwork). I want to report if the effect is significant or not. Previously statalisters had discussed about this topic. From the following link there is a great summary by Mr. Maarten Buis. http://www.stata.com/statalist/archive/2008-10/msg01122.html (Thank you, Mr Buis!) What I am not sure is the last sentence in Mr. Buis's suggestion (see below). Does Mr. Buis suggest that when we claim that an effect is significant, we usually examine ALL the following three effects and ALL of them must reject the null hypotheses? (A) the effect on the latent propensity (-probit-), (B) the effect on the probability for someone with typical values on the explanatory variables (-mfx- or -margeff- with the -at(mean)- option), (C) the effect on the probability for a typical person (-margeff- without the -at(mean)- option). What if only two of these effects are significant? My results are that only (A) are significant. Additionally, I notice most published papers just say "Marginal effects of probit are reported". Which effect do most people mean when they simply say "marginal effects"? Thank you very much for your time! Sincerely, Amanda http://www.stata.com/statalist/archive/2008-10/msg01122.html ------------------------------------------------

**Follow-Ups**:**Re: st: What does "The effect is significant" after xtprobit mean:examining ALL three effects?***From:*Maarten Buis <maartenlbuis@gmail.com>

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