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st: Average Partial Effects after Margeff

From   "C.T. Shehzad" <[email protected]>
To   [email protected]
Subject   st: Average Partial Effects after Margeff
Date   Wed, 16 Sep 2009 15:31:18 +0200

Dear Statalisters:

I am using margeff command after xtprobit to get average partial effects. The problem is that my earlier estimations results (i.e. average partial effects and their standard errors) from using the previous version of margeff (2.1.8 ) considerably differ from the current version (2.2.0). Standard errors are very small now which seem to be a bit unrealistic. I run the same program file on two different PCs. All other things remain the same (including actual xtprobit results) but the average partial effects and especially their standard errors are quite different as calculated in the two versions of margeff. My program set up is as follows:

xtprobit dep x1 x2 x3, no log
margeff, replace

Moreover, for some variables which are insignificant in xtprobit results even at 10 percent level, their average partial effects become significant at one percent level. Am I doing something wrong? or it is just the updating of the program?

Thanks for help,


Difference in versions:

Version 2.2.0 - 20 August 2009 - margeff reported incorrect standard errors for marginal effects after oprobit and ologit. This is now fixed. Version 2.1.9 - 13 August 2009 - margeff reported incorrect average partial effects after oprobit and ologit. Partial effects calculated at fixed values or means were however correct.

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