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st: different s.e. of marginal effects when computed with mehetprob and nlcom


From   Luca Fumarco <luca.fumarco@lnu.se>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: different s.e. of marginal effects when computed with mehetprob and nlcom
Date   Wed, 11 Apr 2012 16:16:45 +0200

Dear Statalisters,

I am using the heteroskedastic probit model. I am interested in the marginal effects.
When I compute the marginal effects with the mehetprob command, I get a certain value, with related s.e., z, P>lzl.
When I use the nlcom to compute the marginal effects, I get the same value, but different s.e., z, P>lzl.
I do not find the reason; the s.e. are computed in both the ways with the delta method.

Thank you very much for your time.

Luca 
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