According to this website
http://www.timberlake.co.uk/stata/software/newin9_morestats.html
getting the mfx should be possible (when using MLE, which is the
default anyway). The website sais specifically:
"New estimation command ivprobit fits probit regression models of
binary outcomes with endogenous regressors. Estimation can be
performed by maximum likelihood estimation (MLE) or by Newey's minimum
chi-squared two-step estimation, but note that some postestimation
facilities, such as computing marginal effects with mfx, are available
only after ML estimation — the two-step estimator imposes a
transformation that invalidates many postestimation results."
Tinna
On 9/13/05, Tinna <[email protected]> wrote:
> Thanks for the answer Scott. Yes I am pretty sure.
>
> If you try the same estimations again without regressing quietly then
> you will probably see that the coefficients you get after mfx are the
> same as from the original estimation. Nothing has really been
> changed.
>
> And also where are the standard errors. Usually mfx spits back
> something that looks like this.
>
>
> Tinna
>
> On 9/13/05, Scott Merryman <[email protected]> wrote:
> > Are you sure?
> >
> >
> > . webuse laborsup, clear
> >
> > . qui ivprobit fem_work fem_educ kids (other_inc = male_educ)
> >
> > . mfx , predict(p)
> >
> > warning: predict() expression p unsuitable for standard-error calculation;
> > option nose imposed
> >
> >
> > Marginal effects after ivprobit
> > y = Probability of positive outcome (predict, p)
> > = .44363395
> > ----------------------------------------------------------------------------
> > variable | dy/dx X
> > ---------------------------------+------------------------------------------
> > other_inc | -.0214364 49.6023
> > fem_educ | .0833791 12.046
> > kids | -.0719183 1.976
> > male_educ | 0 11.966
> > ----------------------------------------------------------------------------
> >
> >
> >
> > Scott
> >
> >
> > > -----Original Message-----
> > > From: [email protected] [mailto:owner-
> > > [email protected]] On Behalf Of Tinna
> > > Sent: Tuesday, September 13, 2005 2:48 PM
> > > To: [email protected]
> > > Subject: st: Marginal effects after ivprobit
> > >
> > > The command ivprobit does not allow me to compute marginal effects
> > > with mfx as I can do with regular probit estimations. Does anyone
> > > know how to get to those marginal effects.
> > > Tinna
> > >
> >
> >
> > *
> > * 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/
