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Re: SV: SV: st: From probit to dprobit to interpretation


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: SV: SV: st: From probit to dprobit to interpretation
Date   Fri, 11 Jan 2008 13:28:32 -0500

I don't understand the numbers in your example:
"
 y_pred=-2.33-0.431*x (x being significant)
 Turning off the effect of X thus gives me: y_pred=-2.33-(0.431*0) and
 Pr(z<2.33)=0.99%
 Tuning on the effect: y_pred=-2.33-(0.431*1)=-2.761 and
 Pr(z<2.761)=0.29%
"
Whether x is significant or not makes no difference.  If you want the
marginal effect of a discrete change for a regression model showing
 y_pred=-2.33-0.431*x
would you not show
 di normal(-2.33-0.431)-normal(-2.33)
which is -.00702184 or a 0.7 percentage point reduction from about
4952 expected to have positive outcomes in a sample of 5e5 to about
1441 cases?

di round(5e5*normal(-2.33))
4952
di round(5e5*normal(-2.33-0.431))
1441
di round(5e5*(normal(-2.33-0.431)-normal(-2.33)))
-3511

But with a single regressor, you could get this from
 tab y x
more easily!

With additional regressors, there are more options for calculating
marginal effects.

On Jan 11, 2008 11:57 AM,  <[email protected]> wrote:
> Thanks again for helping me with the logic of these calculations.
> It turned on to be a bit on the side of a typical Stata topic, sorry about that.
> Alex
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