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Re: st: marginal effects for ivprobit


From   Matt D Mitchell <[email protected]>
To   [email protected]
Subject   Re: st: marginal effects for ivprobit
Date   Fri, 26 Jan 2007 11:54:31 -0500

Nicola, 

Thank you so much.  mfx2 didn't seem to produce the marginals, but divprob did.   

Best,

Matt
----- Original Message -----
From: [email protected]
Date: Friday, January 26, 2007 8:08 am
Subject: Re: st: marginal effects for ivprobit

> You can try: 
> 1) user-written command -mfx2- from 
> http://fmwww.bc.edu/RePEc/bocode/m extending official command -mfx-
> (I tried and seemed to work, not sure about how much "good" std. 
> errors are)
> 2) user-written command -divprob- from 
> http://fmwww.bc.edu/RePEc/bocode/i implementing Amemiya 
> Generalized Least Squares (AGLS) estimators (no robust std. 
> errors) --- if you don't find this one, write me off the list and 
> I will send it to you
> Please don't ask me what AGLS is.
> Nicola
> 
> At 02.33 26/01/2007 -0500, Matt D Mitchell wrote:
> >Hello,
> >
> >I am trying to obtain marginal effects on ivprobit.  
> >
> >As I understand it, I need to use the post-estimation command 
> mfx, predict(p).  "mfx" alone will not work (it does not give the 
> marginal effects, I believe).  When I use the predict(p) command, 
> however, Stata reports that the expression is unsuitable for 
> calculating standard errors.  I know I can force it, but Stata 
> says this may not be recommended.  Is it okay to use force if the 
> relative difference is very small?   
> >
> >Any recommendations on how I can obtain the marginal effects of 
> an ivprobit and good standard errors?  
> >
> >Much appreciated,
> >
> >Matt 
> 
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