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st: Marginal effects in xtprobit model


From   Ozgur Ozdemir <ozdemirozgur@hotmail.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: Marginal effects in xtprobit model
Date   Thu, 8 Nov 2012 19:19:30 +0000

Hi,

I am using the xtprobit model and then calculate the marginal effects. Howeer, both xtprobit and marginal effects are producing the same cofficients as below :

I am using margins, dydx(*) atmeans  to calculate the marginal effects. I am not sure where I am making a mistake, thanks for your help.

Random-effects probit regression                Number of obs      =      4285
Group variable: coy_id                          Number of groups   =      1145
Random effects u_i ~ Gaussian                   Obs per group: min =         1
                                                               avg =       3.7
                                                               max =        10
                                                Wald chi2(34)      =    429.59
Log likelihood  = -1225.5174                    Prob > chi2        =    0.0000
--------------------------------------------------------------------------------------
                 zz |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
                 aa
                 L1. |   .0217058    .005835     3.72   0.000     .0102693    .0331422
                     |
                 bb|
                 L1. |   1.497195   .2721133     5.50   0.000     .9638623    2.030527
                     |
                 cc|
                 L1. |   .0000151   2.72e-06     5.54   0.000     9.74e-06    .0000204
                     |
                 dd|
                 L1. |  -.0135796   .0047521    -2.86   0.004    -.0228934   -.0042657
                     |
                 ee|
                 L1. |  -.0060133   .0079122    -0.76   0.447    -.0215209    .0094943
                     |
                 ff|
                 L1. |   -.025098   .0107371    -2.34   0.019    -.0461423   -.0040537
                     |
                 gg|
                 L1. |   .7172303    .300731     2.38   0.017     .1278084    1.306652
                     |
                 hh|
                 L1. |   -.000561   .0059682    -0.09   0.925    -.0122585    .0111365
                     |
                 ii|
                 L1. |  -.6703051     .30215    -2.22   0.027    -1.262508   -.0781021
                     |
                 jj|
                 L1. |  -.3412286   .5155807    -0.66   0.508    -1.351748     .669291
                     |
                 kk|
                 L1. |   .9472106   .0722901    13.10   0.000     .8055245    1.088897
                     |
         _Iyear_2001 |   .9121728    .233918     3.90   0.000     .4537018    1.370644
         _Iyear_2002 |   .7102257   .2183156     3.25   0.001     .2823351    1.138116
         _Iyear_2003 |   .9464609   .2214203     4.27   0.000      .512485    1.380437
         _Iyear_2004 |   .7134582   .2156439     3.31   0.001     .2908039    1.136112
         _Iyear_2005 |     .48424   .2068732     2.34   0.019      .078776     .889704
         _Iyear_2006 |   .2597745   .2091119     1.24   0.214    -.1500773    .6696262
         _Iyear_2007 |   .3746795   .2055418     1.82   0.068    -.0281751    .7775341
         _Iyear_2008 |   .1446341   .2031264     0.71   0.476    -.2534863    .5427544
         _Iyear_2009 |   .3924822   .1868319     2.10   0.036     .0262984     .758666
         _Iyear_2010 |          0  (omitted)
           industry1 |  -2.652298   .5912917    -4.49   0.000    -3.811208   -1.493387
                     |
           industry2 |
                 L1. |   .7936034   .7947482     1.00   0.318    -.7640745    2.351281
                     |
           industry3 |
                 L1. |  -2.537374   .5735135    -4.42   0.000    -3.661439   -1.413308
                     |
           industry4 |
                 L1. |   3.154997   .7461385     4.23   0.000     1.692593    4.617402
                     |
           industry5 |
                 L1. |    2.23238     .34926     6.39   0.000     1.547843    2.916917
                     |
           industry6 |
                 L1. |  -.0061784   1.385337    -0.00   0.996    -2.721389    2.709032
                     |
           industry7 |
                 L1. |   2.258933   .7231277     3.12   0.002     .8416293    3.676238
                     |
           industry8 |
                 L1. |   3.328687   .5660289     5.88   0.000     2.219291    4.438083
                     |
           industry9 |
                 L1. |  -.9674078   .4588827    -2.11   0.035    -1.866801   -.0680143
                     |
          industry10 |
                 L1. |    2.75924   .5137449     5.37   0.000     1.752318    3.766161
                     |
          industry11 |
                 L1. |   1.000575   .4558163     2.20   0.028     .1071916    1.893959
                     |
          industry12 |
                 L1. |   1.116542   .4890915     2.28   0.022     .1579402    2.075144
                     |
          industry13 |
                 L1. |   .2478854   1.029223     0.24   0.810    -1.769355    2.265126
                     |
          industry14 |
                 L1. |  -.0742974   .9989511    -0.07   0.941    -2.032206    1.883611
                     |
          industry15 |
                 L1. |          0  (omitted)
                     |
               _cons |   -11.8037   .9864422   -11.97   0.000    -13.73709   -9.870307
---------------------+----------------------------------------------------------------
            /lnsig2u |   2.093769   .1250307                      1.848713    2.338824
---------------------+----------------------------------------------------------------
             sigma_u |   2.848761   .1780914                      2.520246    3.220099
                 rho |    .890296   .0122116                      .8639759    .9120418
--------------------------------------------------------------------------------------
Likelihood-ratio test of rho=0: chibar2(01) =  1124.43 Prob >= chibar2 = 0.000



------------------------------------------------------------------------------------
                     |            Delta-method
                     |      dy/dx   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
                 aa|
                 L1. |   .0217058    .005835     3.72   0.000     .0102693    .0331422
                     |
                 bb|
                 L1. |   1.497195   .2721133     5.50   0.000     .9638623    2.030527
                     |
                 cc|
                 L1. |   .0000151   2.72e-06     5.54   0.000     9.74e-06    .0000204
                     |
                 dd
                 L1. |  -.0135796   .0047521    -2.86   0.004    -.0228934   -.0042657
                     |
                 ee|
                 L1. |  -.0060133   .0079122    -0.76   0.447    -.0215209    .0094943
                     |
                 ff|
                 L1. |   -.025098   .0107371    -2.34   0.019    -.0461423   -.0040537
                     |
                 gg|
                 L1. |   .7172303    .300731     2.38   0.017     .1278084    1.306652
                     |
                 hh|
                 L1. |   -.000561   .0059682    -0.09   0.925    -.0122585    .0111365
                     |
                 ii|
                 L1. |  -.6703051     .30215    -2.22   0.027    -1.262508   -.0781021
                     |
                 jj|
                 L1. |  -.3412286   .5155807    -0.66   0.508    -1.351748     .669291
                     |
                 kk
                 L1. |   .9472106   .0722901    13.10   0.000     .8055245    1.088897
                     |
         _Iyear_2001 |   .9121728    .233918     3.90   0.000     .4537018    1.370644
         _Iyear_2002 |   .7102257   .2183156     3.25   0.001     .2823351    1.138116
         _Iyear_2003 |   .9464609   .2214203     4.27   0.000      .512485    1.380437
         _Iyear_2004 |   .7134582   .2156439     3.31   0.001     .2908039    1.136112
         _Iyear_2005 |     .48424   .2068732     2.34   0.019      .078776     .889704
         _Iyear_2006 |   .2597745   .2091119     1.24   0.214    -.1500773    .6696262
         _Iyear_2007 |   .3746795   .2055418     1.82   0.068    -.0281751    .7775341
         _Iyear_2008 |   .1446341   .2031264     0.71   0.476    -.2534863    .5427544
         _Iyear_2009 |   .3924822   .1868319     2.10   0.036     .0262984     .758666
         _Iyear_2010 |          0  (omitted)
           industry1 |  -2.652298   .5912917    -4.49   0.000    -3.811208   -1.493387
                     |
           industry2 |
                 L1. |   .7936034   .7947482     1.00   0.318    -.7640745    2.351281
                     |
           industry3 |
                 L1. |  -2.537374   .5735135    -4.42   0.000    -3.661439   -1.413308
                     |
           industry4 |
                 L1. |   3.154997   .7461385     4.23   0.000     1.692593    4.617402
                     |
           industry5 |
                 L1. |    2.23238     .34926     6.39   0.000     1.547843    2.916917
                     |
           industry6 |
                 L1. |  -.0061784   1.385337    -0.00   0.996    -2.721389    2.709032
                     |
           industry7 |
                 L1. |   2.258933   .7231277     3.12   0.002     .8416293    3.676238
                     |
           industry8 |
                 L1. |   3.328687   .5660289     5.88   0.000     2.219291    4.438083
                     |
           industry9 |
                 L1. |  -.9674078   .4588827    -2.11   0.035    -1.866801   -.0680143
                     |
          industry10 |
                 L1. |    2.75924   .5137449     5.37   0.000     1.752318    3.766161
                     |
          industry11 |
                 L1. |   1.000575   .4558163     2.20   0.028     .1071916    1.893959
                     |
          industry12 |
                 L1. |   1.116542   .4890915     2.28   0.022     .1579402    2.075144
                     |
          industry13 |
                 L1. |   .2478854   1.029223     0.24   0.810    -1.769355    2.265126
                     |
          industry14 |
                 L1. |  -.0742974   .9989511    -0.07   0.941    -2.032206    1.883611
                     |
          industry15 |
                 L1. |          0  (omitted)
--------------------------------------------------------------------------------------


  		 	   		  
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