Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: average marginals for ivprobit

From   Chris Rohlfs <>
Subject   st: average marginals for ivprobit
Date   Sat, 27 Aug 2005 12:32:42 -0500 (CDT)

hi statalist,

i have two questions about average marginal effects. any thoughts/suggestions would be very much appreciated.

1) does anybody here know how to compute average marginal effects & their standard errors for ivprobit estimates? mfx appears to only present marginal effects for one observation at a time (i.e., not the average of _N different marginal effects). and the user-created margeff does not support ivprobit.

2) is there an easy way to compute average marginal effects and their standard errors for nonlinear functions of regressors? for instance, i'm running an ivprobit of y on x (using some instrument z) and i'd like to estimate the average of dy/d(x^2) for my _N observations & get the appropriate standard error.

thank you very much!
* For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index