Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: Marginal Effect


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Marginal Effect
Date   Mon, 10 Jan 2011 15:02:18 +0000 (GMT)

--- On Thu, 6/1/11, s_azagba@live.concordia.ca wrote:
> > I estimated a random effect probit model using xtprobit
> > in  stata 11.
<snip>

--- On Mon, 10/1/11,<s_azagba@live.concordia.ca> wrote:
> How can l adjust my estimated coefficients by
> sqrt(1-e(rho)) so that the adjusted coefficients can be used
> in my marginal effects

"adjust" can mean a great many operations, what exact 
mathematical operation do you want to perform on your 
coefficients?

-- Maarten

PS. One alternative direction you may look into is to compute 
the integral over the unobserved group-level variable by 
simulation using a similar argument that underlies Maximum 
Simulated Likelihood, see e.g. the special issue on MSL in the 
Stata Journal: <http://www.stata-journal.com/sj6-2.html>. This 
is by no means a complete suggestion, it is just an intuition 
that one possible solution may be found in that direction.

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index