The following didn't show up in yesterday's Statalist Digest, so I am
re-sending it
Stephen
> -----Original Message-----
> From: Stephen P. Jenkins [mailto:[email protected]]
> Sent: 12 July 2007 11:42
> To: '[email protected]'
> Cc: 'Lorenzo Cappellari'
> Subject: st: evaluating marginal effects in trivariate probit model
>
>
> ------------------------------
>
> Date: Wed, 11 Jul 2007 14:51:57 -0400
> From: "Xie, Jia" <[email protected]>
> Subject: st: evaluating marginal effects in trivariate probit model
>
> Dear Sir or Madam,
> I am using trivariate probit model, the command I am using is
> "mvprobit", however, there is problem for me to get the marginal
> effects. Can you tell me how to evaluate marginal effects after a
> trivariate probit regression? Many thanks.
> Best
> Jia
> ---------------------------------
>
> There is no default marginal effects output after -mvprobit-.
>
> There are a large number of possible definitions of ME,
> related to whether one wants to consider effects for joint,
> conditional or marginal probabilities. (Just look at
> -biprobit- possibilities in the Reference Manual , and note
> that the problem gets more complicated the more equations
> there are.) Note too that, for the same reason, LIMDEP
> chooses only one of many possible definitions of ME in the MV
> Probit context.
>
> Note that -mvprobit-'s postestimation program, -mvppred-, can
> produce predicted probabiliies of either all outcomes = 1, or
> all outcomes = 0. So, one way of getting some MEs would be to
> create some artificial observations with particular sets of
> characteristics, then use Stata's capacity for out of
> (estimation) sample prediction. (Consider 2 individuals with
> all characteristics same, except for one which differs by one
> unit, for example.)
>
> This advice has been given before on Statalist. Please check
> the archives before posting.
>
>
> Stephen (co-author with Lorenzo Cappellari of -mvprobit-)
> ---------------------------------------------------
> Professor Stephen P. Jenkins <[email protected]>
> Institute for Social and Economic Research (ISER)
> University of Essex, Colchester, CO4 3SQ, UK
> Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151
> http://www.iser.essex.ac.uk
> Survival Analysis using Stata:
> http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/
>
>
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