Also I think that in order to obtain se you need to use the option force
after mfx. This is the case for ivtobit, and I am guessing it is the same
for ivprobit (I don't have the manuals at hand).
Alejandro
----- Original Message -----
From: "Scott Merryman" <[email protected]>
To: <[email protected]>
Sent: Thursday, February 09, 2006 8:03 AM
Subject: st: RE: mfx ivprobit - ivoprobit
> One suggestion from the FAQ " When I run mfx, I am getting the warning
> message "warning: predict() expression unsuitable for standard-error
> calculation; option nose imposed." What does that mean?" at:
> http://www.stata.com/support/faqs/stat/mfx_nose.html
>
> is to use the at() option.
>
> In the example below, this results in the standard errors being
calculated.
>
> Scott
>
>
> . sysuse auto,clear
> (1978 Automobile Data)
>
> . qui ivprobit fore price (mpg = weight)
>
> . mfx , pred(p) varlist(mpg price)
>
> warning: predict() expression p unsuitable for standard-error calculation;
> option nose imposed
>
>
> Marginal effects after ivprobit
> y = Probability of positive outcome (predict, p)
> = .23797014
> -----------------------------------------------------------------------
> variable | dy/dx X
> -------------------------+---------------------------------------------
> mpg | .0742097 21.2973
> price | .0000736 6165.26
> -----------------------------------------------------------------------
>
> . mfx , pred(p) at(mpg=21.29729 ) varlist(mpg price)
>
> warning: no value assigned in at() for variables price weight;
> means used for price weight
>
> Marginal effects after ivprobit
> y = Probability of positive outcome (predict, p)
> = .2379696
> --------------------------------------------------------------------------
> variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
> ---------+----------------------------------------------------------------
> mpg | .0742096 .01001 7.41 0.000 .054588 .093831 21.2973
> price | .0000736 .00002 4.07 0.000 .000038 .000109 6165.26
> --------------------------------------------------------------------------
>
>
>
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> > [email protected]] On Behalf Of Zuluaga, Blanca
> > Sent: Thursday, February 09, 2006 8:09 AM
> > To: [email protected]
> > Subject: st: mfx ivprobit - ivoprobit
> >
> > Dear subscribers
> >
> > I would very much appreciate if one of you could help me to solve 2
> > problems I have:
> >
> > 1) when I ask Stata to compute marginal effects after ivprobit, it shows
> > me the same values of the coefficients in the regression. According to
the
> > stata help, it is possible to calculate mfx after ivprobit, but when I
> > asked for that it tells me "warning: predict() expression unsuitable
for
> > standard-error calculation; option nose imposed"; and shows the
> > coefficients as marginal effects.
> >
> > 2) is there any way to estimate an ORDERED probit model by using
> > instrumental variables?
> >
> >
> >
> > Thanks a lot in advance
> >
> > Blanca Zuluaga
>
>
>
> *
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*
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