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From |
Austin Nichols <[email protected]> |

To |
[email protected] |

Subject |
Re: st: dprobit and lincom |

Date |
Thu, 21 Jan 2010 18:11:08 -0500 |

Melanee Thomas <[email protected]>: You should really not use -mfx- or -dprobit- at all, as the marginal effect at the mean is not informative for most purposes; see http://stata.com/help.cgi?margins for a description of the state of the art in Stata 11. An even better approach is to roll your own by adding sensible values to the two variables whose combined effect on probability you wish to measure, computing dp/dx for each observation, then summarizing the sample mean of that observation-specific dp/dx. Note also that interactions may present special problems (http://www.stata-journal.com/sjpdf.html?articlenum=st0063). That said, you can probably get what you say you want from -dprobit- or -mfx- by reparameterizing, whether it is sensible or not: sysuse auto, clear probit foreign turn mpg lincom mpg+turn g t_m=turn-mpg probit foreign t_m mpg dprobit foreign t_m mpg Compare this trick to get the marginal effect at the mean of a one-unit increase in each of two variables (about -.078) to e.g. the mean marginal effect computed one of these two ways (both about -.073): probit foreign turn mpg predict p su p loc reg=r(mean) replace mpg=mpg+.01 replace turn=turn+.01 predict p1 su p1 loc higher=r(mean) replace mpg=mpg-.01 replace turn=turn-.01 di "method one: " (`higher'-`reg')*100 predict xb, xb g fxb=normalden(xb) g dpdx=fxb*(_b[turn]+_b[mpg]) su dpdx di "method two: " r(mean) All of these approaches implicitly assume that a one-unit change in x1 and x2 is a one-unit change; in fact it represents a step of distance sqrt(2) unless the two variables are logically related. All of this would become clearer when fitted to a real-world example... On Thu, Jan 21, 2010 at 4:03 PM, Melanee Thomas <[email protected]> wrote: > Right. So, is there a way to either a) ask mfx to treat a scalar (or a matrix) like a variable or b) get mfx to treat the lincom return as a variable? If not, what's the appropriate syntax to use to get an interpretable value from lincom after using dprobit using mfx? I'm assuming such syntax exists and that others have used it successfully..... > > M * * 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/

**References**:**st: dprobit and lincom***From:*Melanee Thomas <[email protected]>

**Re: st: dprobit and lincom***From:*Maarten buis <[email protected]>

**RE: st: dprobit and lincom***From:*Melanee Thomas <[email protected]>

**RE: st: dprobit and lincom***From:*"Nick Cox" <[email protected]>

**RE: st: dprobit and lincom***From:*Melanee Thomas <[email protected]>

**RE: st: dprobit and lincom***From:*Melanee Thomas <[email protected]>

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