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RE: st: dprobit and lincom

From   Melanee Thomas <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: dprobit and lincom
Date   Thu, 21 Jan 2010 15:25:06 -0500

Well, what I have is as follows:
lincom highed+whighed
return list
estadd scalar lincom=r(estimate)
mfx, predict(xb) varlist(lincom)

I know there's more than one error there, but it's unclear to me how to get mfx to grab the coefficient and se generated by lincom. That the above doesn't work is intuitive to me, but what's not it how to grab the correct info and run with it. 



From: [email protected] [[email protected]] On Behalf Of Nick Cox [[email protected]]
Sent: January 21, 2010 3:08 PM
To: [email protected]
Subject: RE: st: dprobit and lincom

Please show exactly what you typed to maximise your chance of helpful
comment on what did you wrong (if anything) and on what you should do.

This is longstanding advice in the FAQ, and for good reason.

[email protected]

Melanee Thomas

Thanks! I must admit that I had tried using mfx (I'm using Stata 10).
The problem is that I'm having difficulties getting Stata to recognize
the lincom result as the coefficient I'd like the marginal effect for.
I've tried adding the lincom result as a scalar, but I get an error
message indicating that too few variables are specified. If there's no
option outside mfx, what's the best way to get Stata to recognize what
it needs to generate the marginal effect for?

[email protected]] On Behalf Of Maarten buis

--- On Thu, 21/1/10, Melanee Thomas wrote:
> I have a question about dprobit and lincom. Specifically,
> when I run lincom after dprobit, the returned lincom result
> is a probit coefficient, rather than the dF/dx reported by
> dprobit. Is there an option I can use to transform the
> probit coefficient returned by lincom to the dF/dx reported
> by dprobit?

Depending on your version of Stata -mfx- (< 11) or -margins-

> Stated differently, is there a way to get lincom
> to deliver an unexponentiated result?

This is a common misunderstanding, the exponentiated coeficients
are only meaningful after -logit- but not after -probit-. So,
-dprobit- doesn't exponentiate coefficients.

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