[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: marginal effects IV probit

From   "Vivian Hoffmann" <>
Subject   st: marginal effects IV probit
Date   Sat, 1 Mar 2008 19:23:19 -0500 (EST)

Hi Stata-listers,

I'm trying to get marginal effects in a probit regression with endogenous
variables and intra-cluster correlation. The options I know of (and their
associated shortcomings for this purpose) are:

ivprobit: can get marginal effects only by using "mfx compute, predict(p)
force", which is not advised by the FAQ

divprob: gives correct standard errors, but does not allow these to be

qvf: 1) does not appear to produce marginal effects; 2) the suitability of
this routine to address endogeneity (rather than measurement error for
which it was designed) is disputed.

Any ideas?

Thank you!

Vivian Hoffmann
Applied Economics and Management
Cornell University

*   For searches and help try:

© Copyright 1996–2019 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index