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st: perform tests with marginal effects


From   Andreas Fagereng <[email protected]>
To   [email protected]
Subject   st: perform tests with marginal effects
Date   Mon, 21 Jan 2013 13:03:02 -0500

Dear Listers,

I run a probit of a dummy variable on the LHS and two dummy variables
on the RHS.
To get the marginal effects I use the mfx.
I then want to test wether the marginal effect of landsdel1 = e.g. 0.4
When I do this however stata seems to take the coefficients form the
probit regression and not the marginal effects.

How do I make the marginal effects testable?

Thanks for any advice!


Best,
Andreas

------------

probit landsdel5y1 landsdel1 landsdel2

Iteration 0:   log likelihood = -661.07518
Iteration 1:   log likelihood = -587.22295
Iteration 2:   log likelihood = -586.96204
Iteration 3:   log likelihood = -586.96204

Probit regression                                 Number of obs   =        955
                                                  LR chi2(2)      =     148.23
                                                  Prob > chi2     =     0.0000
Log likelihood = -586.96204                       Pseudo R2       =     0.1121

------------------------------------------------------------------------------
 landsdel5y1 |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   landsdel1 |    1.13818   .0979193    11.62   0.000     .9462612    1.330098
   landsdel2 |   .0667942   .1894963     0.35   0.724    -.3046118    .4382002
       _cons |  -.2772226   .0515024    -5.38   0.000    -.3781655   -.1762797
------------------------------------------------------------------------------

. mfx, at(landsdel1 =0 , landsdel2=0)

Marginal effects after probit
      y  = Pr(landsdel5y1) (predict)
         =   .3908046
------------------------------------------------------------------------------
variable |      dy/dx    Std. Err.     z    P>|z|  [    95% C.I.   ]      X
---------+--------------------------------------------------------------------
lands~l1*|   .4145645      .03028   13.69   0.000   .355215  .473914         0
lands~l2*|   .0258621      .07386    0.35   0.726  -.118891  .170616         0
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1

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