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From | Partha Deb <partha.deb@hunter.cuny.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: mtreatreg - marginal effects |
Date | Sun, 13 Feb 2011 21:39:37 -0500 |
Francesca, 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. Partha On 2/12/2011 12:10 PM, Francesca Fabbri wrote:
Hi, 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 error: "warning: default predict() is unsuitable for standard-error calculation; option nose imposed" Thanks in advance, Francesca Francesca * * 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/
-- Partha Deb Professor of Economics Director of Graduate Studies Hunter College ph: (212) 772-5435 fax: (212) 772-5398 http://urban.hunter.cuny.edu/~deb/ Emancipate yourselves from mental slavery None but ourselves can free our minds. - Bob Marley * * 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/