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| From | Michael Mitchell <Michael.Norman.Mitchell@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: margeff/margins discrepancy |
| Date | Sun, 25 Apr 2010 19:14:41 -0700 |
Greetings Hmmm... ran your code and I get the same coefficient and se from -margeff- and -margins- using Stata 11, see below . sysuse nlsw88.dta, clear (NLSW, 1988 extract) . probit married wage if age==45 Iteration 0: log likelihood = -51.472515 Iteration 1: log likelihood = -51.361168 Iteration 2: log likelihood = -51.361168 Probit regression Number of obs = 78 LR chi2(1) = 0.22 Prob > chi2 = 0.6370 Log likelihood = -51.361168 Pseudo R2 = 0.0022 ------------------------------------------------------------------------------ married | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | -.0189324 .0401219 -0.47 0.637 -.0975699 .0597051 _cons | .466017 .328395 1.42 0.156 -.1776253 1.109659 ------------------------------------------------------------------------------ . margeff Average marginal effects on Prob(married==married) after probit ------------------------------------------------------------------------------ married | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | -.0071433 .0150751 -0.47 0.636 -.03669 .0224033 ------------------------------------------------------------------------------ . margins, dydx(wage) Average marginal effects Number of obs = 78 Model VCE : OIM Expression : Pr(married), predict() dy/dx w.r.t. : wage ------------------------------------------------------------------------------ | Delta-method | dy/dx Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- wage | -.0071433 .0150751 -0.47 0.636 -.0366901 .0224034 ------------------------------------------------------------------------------ Did I do something wrong not to get different results? Michael N. Mitchell See the Stata Tidbit of the Week at http://www.MichaelNormanMitchell.com On Sun, Apr 25, 2010 at 6:57 AM, Joanne W. Hsu <jwhsu@umich.edu> wrote: > > Here is a replicable example: > > sysuse nlsw88.dta, clear > probit married wage if age==45 > margeff > margins, dydx(wage) > > Here, margeff produces a standard error of .0149933 (z statistic of -0.48) whereas margins reports 0.0150751 (z statistic -0.47). Margeff reports the same coefficients and standard errors regardless of whether version 9: probit is run or just probit. > > Now, if one runs the following after the probit: > > keep if e(sample)==1 > margeff > > margeff now produces the same output as margins did. > > Note that while these standard error differences are relatively small, I'm getting a similar discrepancy that is much larger in my own data (standard errors on an order of 3 times larger with margins than margeff). > > Any ideas on what's going on here? > >> Date: Sat, 24 Apr 2010 18:40:44 -0500 >> From: Richard Williams<Williams.NDA@comcast.net> >> Subject: Re: st: margeff/margins discrepancy >> >> 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. >> >> > * > * 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/