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st: RE: marginal effects in probit

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: marginal effects in probit
Date   Fri, 31 Oct 2008 11:00:34 +0100

Line for the server


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Sven Tengstam
Sent: Friday, October 31, 2008 10:57 AM
To: '[email protected]'
Subject: st: marginal effects in probit

Dear all,

I am new on this list and I have one question that I hope someone can help
me a little bit with. It is about the command "dprobit".

dprobit reports the Confidence Interval for the marginal effects, but "z and
P>|z| correspond to the test of the underlying coefficient being 0". Does
anyone know why Z is reported for the coefficient (instead of for the
marginal effect)? Could it be that when testing the null hypothesis for the
marginal effect, it is actually Z for the underlying coefficient that should
be used?

Thanks in advance!

Sven Tengstam, Sweden

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