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From |
Fernando Rios Avila <[email protected]> |

To |
[email protected] |

Subject |
st: margin vs mfx |

Date |
Fri, 23 Sep 2011 14:52:04 -0400 |

Dear Stata listers, I was checking some of my old program files which im trying to update, and found one issue I hope someone can help me with. The problem is that When I run the old program -dprobit- the marginal results reported there are identical to the ones obtain using -mfx- after a probit model. However, when I apply the margin command, i cant obtain the same results. they are similar, but not the same. for instance see the following results: Here is an example of the differences im finding: sysuse auto help dprobit generate goodplus = rep78 >= 4 if rep78 < . dprobit foreign mpg goodplus Probit regression, reporting marginal effects Number of obs = 69 LR chi2(2) = 30.92 Prob > chi2 = 0.0000 Log likelihood = -26.942114 Pseudo R2 = 0.3646 foreign dF/dx Std. Err. z P>z x-bar [ 95% C.I. ] mpg .0249187 .0110853 2.30 0.022 21.2899 .003192 .046646 goodplus* .4740077 .1114816 3.81 0.000 .42029 .255508 .692508 obs. P .3043478 pred. P .2286624 (at x-bar) (*) dF/dx is for discrete change of dummy variable from 0 to 1 z and P>z correspond to the test of the underlying coefficient being 0 probit foreign mpg goodplus *results mfx Marginal effects after probit y = Pr(foreign) (predict) = .22866238 variable dy/dx Std. Err. z P>z [ 95% C.I. ] X mpg .0249187 .01109 2.25 0.025 .003192 .046646 21.2899 goodplus* .4740077 .11148 4.25 0.000 .255508 .692508 .42029 (*) dy/dx is for discrete change of dummy variable from 0 to 1 margins, dydx(*) atmeans Conditional marginal effects Number of obs = 69 Model VCE : OIM Expression : Pr(foreign), predict() dy/dx w.r.t. : mpg goodplus at : mpg = 21.28986 (mean) goodplus = .4202899 (mean) Delta-method dy/dx Std. Err. z P>z [95% Conf. Interval] mpg .0249187 .0110854 2.25 0.025 .0031918 .0466455 goodplus .46276 .1187437 3.90 0.000 .2300267 .6954933 Is there anyway to obtain the same results? I know this must be an old issue, but cant seem to find references to this. Thanks in advance. * * 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: margin vs mfx***From:*Tirthankar Chakravarty <[email protected]>

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