Brian,
How does it?
- Bob
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
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----- Original Message -----
From: "Brian P. Poi" <[email protected]>
Date: Sunday, December 4, 2005 6:52 pm
Subject: Re: st: marginal effects from -ivprobit-
> On Sun, 4 Dec 2005, Adrienne L wrote:
>
> > Greetings listservers,
> >
> > I am trying to extract the marginal effects from an -ivprobit-
> > estimation. When I use the -mfx- command after my estimation, the
> > estimates provided are identical to those after -ivprobit- (not the
> > marginal effects). I tried using the old -divprob-. Those marginal
> > effects are different from -ivprobit- (and appear to actually be the
> > marginal effects). I would prefer to use the -ivprobit- -mfx-
> > combination because of the flexibility in the error structure. I am
> > using Stata/SE 9.0. Any help you can provide is much appreciated.
> >
> > Adrienne
> >
>
> By default, -predict- after -mfx- calculates the linear prediction,
> so
> -mfx- will simply return the estimated coefficients.
>
> To get the marginal effects on the probability of a positive
> outcome, you
> need to use the predict(p) option with -mfx-:
>
> . sysuse auto, clear
> . ivprobit foreign mpg (turn = length)
> . mfx compute, predict(p) eq(foreign)
>
>
> The eq(foreign) option tells -mfx- to compute marginal effects only
> for
> the equation for foreign. Without that option, -mfx- will also
> show the
> marginal effects of the extra instruments, which are identically zero.
>
> -- Brian Poi
> -- [email protected]
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
>
*
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