st: mlogit vs mprobit

[Andr� Paul <hcpats@hotmail.fr>]

Dear all,

when I estimate successively a mlogit and a mprobit model, I get, as 
expected roughly the same coefficients.
However, when I compute the marginal effects, the standard errors (of the 
marginal effects) are much lower with mprobit. Actually, when I use mlogit, 
none of the marginal effects are significant, whereas, most of them become 
significant when I use mprobit.

Could someone give me the reason of this?

Thanks,
Andr�

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