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st: Thread-Index: AQHMtDMLhXavyASj7UeLS0V7f9Dsjw==

From   Luca Fumarco <>
To   "" <>
Subject   st: Thread-Index: AQHMtDMLhXavyASj7UeLS0V7f9Dsjw==
Date   Tue, 6 Dec 2011 17:21:02 +0100

Hi Statalister,

I am having an interpretational issue with the hetprobit command.
After I run it, I obtain the estimates of the coeff. plus the estimate of lnsigma2 (which are the estimated gammas of the variable I typed in the het() option). Finally I command mehetprob (to find the mfx in the fastest way)
Now, following Cornelissen 2005, the marginal effect of x is as follows: mfx = [p(Y=1)*(B^k-XBgk)]/exp(Z'*gammals)

Now, how can I obtain the value of exp(Z'*gammas) from the lnsigma2?
Is it perhaps:

predict s, eq(lnsigma2)
replace s=exp(s/2)

Luca Fumarco

Ph.D. Student
Linnæus University
School of Business and Economics

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