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


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
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