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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: How to test the equality of marginal effects after running probit, oprobit or mprobit models |

Date |
Mon, 21 Oct 2013 11:26:31 +0200 |

On Sun, Oct 20, 2013 at 6:12 PM, Sharma, Dhiraj wrote: > 1) I randomized my sample into 5 groups and now I want to test if the sample is balanced for my independent variable (which is binary). I run probit model and get the marginal effects for the treatment dummies but when I run the –test- command, it seems to be testing the equality of log odds ratio and not the marginal effects. How do I test the equality of marginal effects? A -probit- model will not give you log odds ratios; those are returned by -logit- models. To test marginal effects you need to use the -post- option in margins. The logic is that -test- or -testparm- look for results left behind by an estimation command, and by default the estimation command is -probit- not -margins-. With the -post- option you ask Stata let -margins- return its results as if it was an estimation command. Here is an example: *------------------ begin example ------------------ sysuse auto, clear recode rep78 1/2=3 probit foreign weight i.rep78 margins, dydx(rep78) post testparm i.rep78 *------------------- end example ------------------- * (For more on examples I sent to the Statalist see: * http://www.maartenbuis.nl/example_faq ) > 2) To see if the sample is balanced for independent variables which have multiple categories, I run –oprobit- or –mprobit- commands and get the marginal effects for each category by using predict(outcome(x)) option. But then again, how do I test for the equality of marginal effects for each outcome? You'll need to use the -predict()- option of the -margins- command for that. You'll need to look at -help oprobit postestimation- and -help mprobit estimation- for how to specify the -predict()- option. Here is an example: *------------------ begin example ------------------ sysuse nlsw88, clear gen byte occat = cond(occupation < 3 , 1, /// cond(inlist(occupation, 5, 6, 8, 13), 2, 3)) /// if occupation < . label variable occat "occupation in categories" label define occat 1 "high" /// 2 "middle" /// 3 "low" label value occat occat oprobit occat i.race grade est store a margins, dydx(race) predict(pr outcome(#1)) post testparm i.race est restore a margins, dydx(race) predict(pr outcome(#2)) post testparm i.race est restore a margins, dydx(race) predict(pr outcome(#3)) post testparm i.race est restore a *------------------- end example ------------------- * (For more on examples I sent to the Statalist see: * http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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