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From |
Kir1 <kiron.r@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Significance of Probit estimates versus marginal effects |

Date |
Tue, 11 Nov 2008 02:18:40 -0800 |

Thanks Maarten, now I get the difference between the two hypotheses ( X affecting Y versus X affecting Y*). I had known the difference between margeff and margeff at(mean). I am using margeff but I tried margeff at(mean) to compare the extent of difference in significance. Perhaps there is a difference in the way the standard errors are calculated margeff at(mean) gives a standard error even when mfx says standard errors cannot be computed. Perhaps my earlier statement was not too clear. Thanks Scott, now I need to spend some time figuring out mfx compute, predict(p) versus mfx compute, predict(xb). And Jay I got the 2nd ed. and I really like the book. Kiron On Thu, Oct 23, 2008 at 9:45 AM, Verkuilen, Jay <JVerkuilen@gc.cuny.edu> wrote: > > Just as an addition, I highly suggest the original poster take a look > at: > > JS Long (1998) Regression Models for Categorical and Limited Dependent > Variables. > JS Long & J Freese (2005) Regression Models for Categorical Dependent > Variables With Stata, 2nd Ed. > > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott > Merryman > Sent: Thursday, October 23, 2008 7:39 AM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Significance of Probit estimates versus marginal > effects > > On Wed, Oct 22, 2008 at 8:11 PM, Kir1 <kiron.r@gmail.com> wrote: > > Hi All, > > > > A search on the statlist archives didn't turn up an answer to this. > > Can anyone help? > > > > When i run a probit I find the variable of interest statistically > > significant. However, once I list the marginal effects using > > 'margeff', the variable is not statistically significant anymore. > > (margeff, at(mean) same as mfx is still significant as the probit > > estimate, albeit at a different level of significance). > > > > What can i make of this?Is the effect of the variable significant or > > not? what is the different meaning of the significance of the probit > > estimate versus that of the marginal effect? > > > > In addition: > > "...the standard error of the marginal effect is obtained by the delta > method, which means that the standard error for the marginal effect of > one independent variable involves the whole variance-covariance matrix > from the estimation together with the appropriate entries from the > Jacobian. In other words, there is a lot of stuff that goes into the > calculation beyond just the standard error of the coefficient of that > variable, and these other things can cause it to be greater than 0.05, > even when the coefficient standard error is less than 0.05." > > (From May Boggess <mboggess@stata.com> > http://www.stata.com/statalist/archive/2004-03/msg00142.html) > > Scott > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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