All,
Not for the first time (and certainly not for the last), I'm confused. As
Max Bygraves would say, "I wanna tell you a stoooory...."
After running -mfx compute- to an -xtprobit- model which several years to
run (well, that's what it felt like), I left the office to go home, still
not having finished 2 1/2 hours in.
Fifteen (yes, folks: 15!) hours later, I returned to the office not only
to find that the locks to all of our office doors had been changed
(requiring me to call out the university police to let me in), but I
finally entered my office to discover that Stata *still* hadn't run this
blessed command. Natch, I was a bit miffed, especially since -mem: 15m,
matsize: 1000- and nothing else on my machine was left running.
After hitting -Break- (which itself took a fair bit of time to do), I was
presented with this:
. mfx compute
fail in calculating second derivative, no standard deviation reported
Marginal effects after xtprobit
y = Linear prediction (predict)
= -1.1790009
----------------------------------------------------------------------------
variable | dy/dx X
---------------------------------+------------------------------------------
con00le*| 1.26761 .102012
lab00le*| -.5775829 .092991
ldm00le*| .11818 .067314
tout00le | -.0219548 -.609299
black*| -8.594328 .008328
asian*| -.5212507 .020819
ethother*| -9.29377 .004164
rghclg97 | -.0250932 2.65996
tea97 | .0052828 17.9778
catholic*| -.1466399 .093685
othxtian*| -.0920777 .120749
nonxtian*| .2862525 .026371
norelig*| -.343042 .322693
marstt97 | -.0560657 2.20402
tusa297 | .2117155 2.55795
rsex01 | .0754785 1.50729
rage01 | .0021773 52.9542
persno97 | -.07423 1.88827
larent01*| -.6653879 .11728
harent01*| -.2289604 .038862
pvrent01*| -.0678031 .043026
rtfree01*| .6999252 .008328
ldclsc01 | -.3029821 2.58501
conldf01 | .134197 1.94171
dfwnge01 | -.1203848 2.24566
eec01 | -.0830513 2.52186
eurorf01 | .0272745 2.01041
eurflk01 | -.1604195 1.37266
rtxspd01 | .0535553 4.07009
contxs01 | -.06595 6.73907
labtxs01 | .0435904 4.51076
ldtxs01 | -.0122722 5.34212
recind01 | .081757 7.2873
coneci01 | .0280831 8.29632
labeci01 | -.1083519 4.83067
ldeci01 | -.003023 7.01041
rprfw01 | .0077771 5.39695
conpr01 | -.0163889 8.09715
labpr01 | .0208762 6.13393
ldpr01 | .0066025 8.69396
gecpst01 | .2016125 2.78557
gecxpc01 | .122634 2.96461
ghinps01 | .0463794 2.87925
ghinxp01 | .0759089 2.92228
taxspd01 | -.026723 2.59264
gnhssp01 | .1032135 1.44275
gvedsp01 | .037254 1.57252
rdist201 | .2601457 2.6787
stfsn201 | .009266 1.89313
wabort01 | .0843802 2.02915
imopen01 | .0005638 2.81402
im2mny01 | -.0317217 2.40666
im2ndc01 | -.0060941 2.97918
imhome01 | .0095131 3.61207
gvtrst01 | -.0651358 2.82304
mptrst01 | .1249612 3.39139
talkfm01 | -.13457 2.23387
talkfr01 | -.0671215 2.40597
talknh01 | .0234844 3.36155
talkwk01 | .029282 3.33796
leftri01 | .001262 39.5635
censor01 | .0119574 2.35253
tolern01 | .017096 2.47675
pubmee01 | .064866 2.26926
hhinca01 | .0026374 15.3428
inlondon*| -.9364664 .022207
manchstr*| -.045066 .038168
mersey*| -.5098787 .018737
syorks*| -.2012514 .037474
tynewear*| .2499731 .034698
westmids*| -.2034792 .058293
wyorks*| -.0890329 .032616
avonglos*| -.0702495 .040944
bedsbuck*| .519918 .022207
berks*| -.0479753 .012491
cantab*| .4828031 .020819
cheshire*| -.0466644 .022901
clevdurm*| -.3647604 .031228
corndevn*| -.203371 .03331
cumbria*| .0694427 .018737
derbys*| -.1454132 .02984
dorset*| .6855309 .022901
esussex*| .0500557 .016655
essex*| .1747218 .022207
hants*| .3412985 .016655
hereworc*| .0678038 .015267
herts*| .0235927 .03678
humblinc*| .1528012 .020125
kent*| -.2571271 .026371
lancs*| -.0637454 .018043
leics*| .48924 .026371
norfolk*| .6963252 .023595
nyorks*| .17375 .040944
notts*| -.4579414 .013185
oxon*| .365233 .027065
salop*| -.692515 .014573
staffs*| .9105996 .018043
suffolk*| .360477 .019431
surrey*| .0331409 .027065
warks*| .1745381 .012491
wsussex*| .5010424 .020819
wilts*| .4226291 .014573
----------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
Now forgive me for being a bit thick (or, indeed, very), but how is it
that several of these marginal effects *on the probabilities* are greater
than 1? Is the failure of no second-derivative calculation a real problem,
here? Or shall I trundle on down to my local supermarket and see what
Elvis has to say about it all?!
Yours,
CLIVE NICHOLAS,
Politics Building,
School of Geography, Politics and Sociology,
University of Newcastle-upon-Tyne,
Newcastle-upon-Tyne,
NE1 7RU,
United Kingdom.
*
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