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Re: st: mtreatreg - marginal effects

From   Partha Deb <>
Subject   Re: st: mtreatreg - marginal effects
Date   Sun, 13 Feb 2011 21:39:37 -0500


To answer your questions:

In the Econometrics Journal paper, standard errors for the marginal effects were calculated by Monte Carlo - not the effects themselves. The reason for doing that was that, at the time the work for that paper was done, I was still using Some Alternative Software, which did not (does not?) have a built in facility to calculate marginal effects.

It is true that -mfx- does not produce standard errors because the -_predict- function for -mtreatreg- fails an internal test -mfx- conducts . -mfx, force- gets around it - and gives correct answers.

Hope this helps.


On 2/12/2011 12:10 PM, Francesca Fabbri wrote:

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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Partha Deb
Professor of Economics
Director of Graduate Studies
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398

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None but ourselves can free our minds.
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