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Re: st: saving marginal effects from oprobit using spost or some other command


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: saving marginal effects from oprobit using spost or some other command
Date   Fri, 11 Jan 2008 15:01:46 +0000 (GMT)

--- Tom Boonen <[email protected]> wrote:
> For an ordered probit or logit model, is there any way to save
> marginal effect estimates produced via the suite of spost commands?
> For example:
> 
> oprobit Y X1
> prvalue, x(X1=0) save delta
> praccum , using(Xmat) xis(0)
> prvalue, x(X1=1) dif delta
> 
> * this produces nice marginal effect estimates (ie. changes in the
> PR(Y=1|X1=0) - PR(Y=1|X1=1)) including CI intervals.

These are usually called discrete change coefficients, and not marginal
effects. Marginal effects is the first derivative of the probability
curve with respect to x1 evaluated at some value chosen by you.
Discrete change coefficients are the differences between two predicted
probabilities. 

What kind of graph do you want to create (what is on y-axis and
x-axis?)
What kind of explanatory variables do you have (continuous or
categorical)?
 
-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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