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From | Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: margin vs mfx |
Date | Fri, 23 Sep 2011 18:28:03 -0700 |
-margins- wants you to explicitly declare factor variables as such during estimation, else they are considered as continuous, whereas -mfx- and -dprobit- gauge this from the possible values: sysuse auto, clear generate goodplus = rep78 >= 4 if rep78 < . dprobit foreign mpg goodplus probit foreign mpg goodplus mfx probit foreign mpg i.goodplus margins, dydx(*) atmeans T On Fri, Sep 23, 2011 at 11:52 AM, Fernando Rios Avila <f.rios.a@gmail.com> wrote: > 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/ > -- Tirthankar Chakravarty tchakravarty@ucsd.edu tirthankar.chakravarty@gmail.com * * 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/