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Re: st: mlogit vs mprobit
At 10:16 AM 3/24/2006, André Paul wrote:
I just tried an example, and both the marginal
effects and standard errors were very similar for
both mlogit and mprobit. Are you sure something
wasn't different between the two runs, e.g. were
the samples and variables the same
throughout? Did you use the -mfx- command in
both cases, or a different command? Are some of
the categories extremely thin, are the models
having trouble converging? Perhaps you could post exactly what you did.
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?
As a sidelight, Tamas Bartus's -margeff- command
will quickly estimate the marginal effects after
mlogit. Alas, it doesn't support mprobit. Note
that, by default, it estimates the marginal
effects a little differently than -mfx- does. If
you want it to clone -mfx-'s behavior, give the command
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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