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Re: st: standard error calculation of marginal effects from ivprobit


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: standard error calculation of marginal effects from ivprobit
Date   Mon, 11 Dec 2006 10:56:21 -0500

At 09:46 AM 12/11/2006, Alejandro Delafuente wrote:
Hi everyone, can someone tell me how to get the standard errors for the
marginal effects obtained after an ivprobit estimation. Am using the following
command: mfx compute, predict(p)
but Stata tells me that predict() expression p is unsuitable for standard-error
calculation; it imposes nose option.

Many thanks,
Alejandro
This FAQ discusses the problem:

http://www.stata.com/support/faqs/stat/mfx_nose.html

As the FAQ notes, you can use the -force- option with mfx, but that may not be a good idea.


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Richard Williams, Notre Dame Dept of Sociology
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