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Re: st: margeff/margins discrepancy
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: margeff/margins discrepancy
Date
Sat, 24 Apr 2010 18:40:44 -0500
At 05:18 PM 4/24/2010, Joanne W. Hsu wrote:
Hi Statalist-ers--
I've recently started using margins to compute probit average
marginal effects in Stata 11 where I had previously used margeff. I
have found that although the AME coefficients are very close or
identical, the standard errors reported by margins are vastly larger
than those originally reported by margeff (z score of -2.21 by
margins, versus -6.92).
A replicable example, or at least seeing your code, could help. In
particular, you want to be sure that the margins command really is
doing the same thing as margeff.
I have found that in some instances using version control on the
estimation command is helpful with margeff, e.g.
version 9: probit y x
margeff
This is because margeff was written for Stata 9, and some of the
ereturned results from estimation commands changed in Stata 10 or 11.
If that doesn't solve it why don't you post your code, or better yet
a replicable example.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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