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st: standard errors for conditional predicted probabilities after biprobit
From
Inga van den Bongard <[email protected]>
To
[email protected]
Subject
st: standard errors for conditional predicted probabilities after biprobit
Date
Thu, 02 Dec 2010 19:43:02 +0100
Dear all,
I am estimating a recursive bivariate probit model and calculate the
conditional predicted probabilities. As prvalue or prgen does not work
after biprobit, I tried predictnl
estimate=(binormal(xb(#1),xb(#2),$rho)/normal(xb(#2)), se(se) in order
to get standard errors of the conditional predicted probabilities.
Unfortunately, the delta method standard errors seem to be extremely
(too?) high (compared to an ordinary probit). Is it possible that the
delta method does not perform very well in this context?
Can you recommend a way to calculate standard errors and/or confidence
intervals for conditional predicted probabilities?
Many thanks!
Best
Inga
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