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st: mlogit vs mprobit


From   André Paul <hcpats@hotmail.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: mlogit vs mprobit
Date   Fri, 24 Mar 2006 16:16:02 +0100

Dear all,

when I estimate successively a mlogit and a mprobit model, I get, as expected roughly the same coefficients.
However, when I compute the marginal effects, the standard errors (of the marginal effects) are much lower with mprobit. Actually, when I use mlogit, none of the marginal effects are significant, whereas, most of them become significant when I use mprobit.

Could someone give me the reason of this?

Thanks,
André

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