Hello,
I am trying to obtain marginal effects after ivprobit.
My problem is related to the discussion between Adrienne and Brian
Poi in the Stata Archives (Dec4, 2005).
This is my code:
ivprobit hapiv_2 /*income variables*/ (ln_pcy02 =f_edyrs prodassets)
age agesq /*individual characteristics*/ male married divorced widowed
ethmin edyrs unempld workhrs netfinassets r_health, first twostep
mfx
estimates store hap1
overid, depvar(hapiv_2)
But I don't get the marginals, only the coefficients masquarading as marginals.
I tried using
ivprobit hapiv_2 /*income variables*/ (ln_pcy02 =f_edyrs prodassets)
age agesq /*individual characteristics*/ male married divorced widowed
ethmin edyrs unempld workhrs netfinassets r_health, first twostep
mfx compute, predict (p) eq(hapiv_2)
estimates store hap1
overid, depvar(hapiv_2)
as Brian suggested to Adrienne. But Stata said:
.
. mfx compute, predict(p) eq(hapiv_2)
probabilities not available with two-step estimator
But I need to use the two-step estimator because I want to use overid.
Then I tried :
mfx compute, predict(p) eq(hapiv_2)
But Stata said,
warning: equation(s) hapiv_2 not found
warning: equation list empty. Default full variable list used.
warning: predict() expression unsuitable for standard-error calculation;
option nose imposed
and spat out the coefficients again but labelled them dy/dx
Can someone please tell me how I can obtain the marginal effects after
ivprobit, and still use overid for the instrumenting tests?
Ramani
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