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From |
Lina C <[email protected]> |

To |
[email protected] |

Subject |
st: biprobit with endogenous regresor and marginal effects |

Date |
Wed, 17 Aug 2011 08:50:25 +0100 |

Hello, I'm estimating a bivariate probit model with an endogenous regressor (that is instrumented). I have been following the threat (see below) where it is suggested to calculate manually the marginal effects given that -mfx neither -margins would work to estimate the marginal effects. Y1 = Y2 X Y2 = Z X I have two questions: 1. I have calculated the marginal effects as proposed below. However, they have a different sign to the original coefficient of the biprobit. I was wondering if this could happen or if there has been some improvement to calculate the marginal effects in those cases in Stata. 2. Is it common for the standard errors using the iprobit to be large in comparison to running a 2SLS with 2 binary outcomes? Thank you. Lina. -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Austin Nichols Sent: segunda-feira, 1 de Fevereiro de 2010 18:03 To: [hidden email] Subject: Re: st: marginal effects in biprobit and average treatment effect in switching probit Paula Albuquerque <[hidden email]>: -mfx- is not really appropriate (and -margins- will refuse to participate). You need to fully specify what margin you are thinking about to get a sensible marginal effect. Try calculating the marginal effect of X using predictions after your -biprobit- and after the user-written command. E.g.you might want to calculate the conditional prob of Y=1 given X=1 less the cond prob of Y=1 given X=0, letting X=1 and X=0 in turn for each observation, and then averaging over observations. sysuse nlsw88, clear g x=race==1 g y=married biprobit (y=x grade south smsa) (x=industry occupation union) mfx * margins, dydx(*) g wasx=x replace x=1 predict p1a, p11 predict p1b, p10 predict p1c, p01 predict p1d, p00 g p1=p1a/(p1a+p1c) replace x=0 predict p0a, p11 predict p0b, p10 predict p0c, p01 predict p0d, p00 g p0=p0b/(p0b+p0d) replace x=wasx drop wasx g dp=p1-p0 su dp * * 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/

**Follow-Ups**:**Re: st: biprobit with endogenous regresor and marginal effects***From:*Austin Nichols <[email protected]>

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