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st: mtreatreg - marginal effects

From   "Francesca Fabbri" <>
Subject   st: mtreatreg - marginal effects
Date   Sat, 12 Feb 2011 18:10:45 +0100 (CET)


I am using mtreatreg (by Partha Deb) to estimate multinomial treatment
effects on a continuous and on a bivariate outcome. I have 2 questions
regarding the procedure.

- In the original paper where Deb and Trivedi develop the multinomial
treatment for a negative binomial ("Specification and simulated likelihood
estimation of a non-normal treatment-outcome model with selection:
Application to health care utilization", Econometrics Journal (2006),
volume 9, pp. 307?331), the authors explain that they calculate the
marginal effects using Montecarlo. Is this the case for mtreatreg as well,
when the outcome variable is a probit?

- And is this the reason why Stata would not calculated the standard
errors of the marginal effects? When I run mfx after mtreatreg to obtain
marginal effects from the multinomial+probit specification, Stata would
not calculate the standard errors of the marginal effects, giving the
"warning: default predict() is unsuitable for standard-error calculation;
option nose imposed"

Thanks in advance,



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