Thank You,
I'll try it right away
Mikhail
----- Original Message -----
From: "Tamas Bartus (tbartus)" <[email protected]>
To: <[email protected]>
Sent: Thursday, June 05, 2003 7:57 AM
Subject: Re: st: computing marginal effects after Heckprob
> Mikhail Melnik wrote:
>
> > I estimate two probit equations using HeckProb command ...
> > After the estimation I run MFX to estimate the marginal
> > effects. The computer never finishes the computation, and if I
> > break it, I get the reported derivative values but it states that:
> > "fail in calculating second derivative, no standard deviation reported"
and no
> > standard errors are reported. I have several dummy variables in my
> > repressors in both equations.
>
> To get standard errors as well, and to speed up the computations, you
might
> be interested in checking out MARGIN that estimates aerage marginal
effects
> analytically.
>
> To download the ado and help files, type
>
> http://www.bke.hu/bartus/stata/margin.zip
>
> in your favourite web-browser.
>
> Hope this helps,
>
> Tamas
>
> ------------------------------------------------
>
> Tamas Bartus, PhD
> Assistant Professor, Department of Sociology and Social Policy
> Budapest University of Economic Sciences and Public Administration
> 1093 Budapest, Fovam ter 8.
> Phone: +36-1-217-51-72 Fax: +36-1-217-44-82
> Homepage: http://www.bke.hu/bartus
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
