Wondeful! Thanks to both of you.
Regards,
Prabal
***************************************************
Prabal Kr. De
Department of Economics, New York University
----- Original Message -----
From: "Brian P. Poi" <[email protected]>
Date: Monday, July 9, 2007 2:21 pm
Subject: Re: st: Calculate Marginal Effect after IVPROBIT
To: [email protected]
> On Mon, 9 Jul 2007 07:34:16 -0400 (EDT), Prabal Kumar De
> <[email protected]> wrote:
>
> > Hi!
> > I need to know what is the best way to calculate the marginal
> effect
> > after running IVPROBIT. I use -mfx- , but it is not reporting
> standard
> > errors ( even after specifying the value at which to be
> calculated). I
> > could not find something like -divprobit-
> > Any help will be much appreciated.
> > Thanks,
> > Prabal
> > ***************************************************
> > Prabal Kr. De
> > Department of Economics, New York University
>
>
> When using Stata 9, you can safely use the "force" option with -mfx-
> after
> -ivprobit- to obtain the standard errors of the marginal effects:
>
> . webuse laborsup
> . ivprobit fem_work fem_educ kids (other_inc = male_educ)
> . mfx, predict(p) force
>
>
> The maximum likelihood estimator fits the probit equation as well as
> the
> reduced-form equation for other_inc jointly. By default, -mfx- will
>
> refuse to compute standard errors if a righthand side variable in one
>
> equation appears as the dependent variable in another equation of the
>
> model (as other_inc does in this case). For most models, that is the
>
> appropriate thing to do. However, for -ivprobit-, the probability of
> a
> positive outcome only depends on the coefficients of the probit
> equation,
> so it is safe to use the "force" option with -mfx-.
>
> In Stata 10, we made -mfx- report the standard errors after
> -ivprobit-
> without your needing to specify the "force" option.
>
> -- Brian Poi
> [email protected]
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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