Re: st: svy:probit, margeff and lincom problem

[Chris Ruebeck <ruebeckc@lafayette.edu>]

May I check on what problem mfx2 has with the svy: prefix?  Should I  
expect mfx2 to work correctly after svy: probit?  I hope that the  
email exchange quoted below indicates only that mfx2 makes problems  
for lincom, not that svy: probit makes problems for mfx2 directly.

My coauthors and I have just started using mfx2 because (according to  
the abstract on IDEAS) it works well with outreg2.  We were having  
problems with svy: probit followed by mfx and then outreg2, but  
replacing mfx with mfx2 appears to make things work.

Chris


On Aug 9, 2006, at 1:29 AM, Richard Williams wrote:


> At 11:02 PM 8/8/2006, Dimitriy V. Masterov wrote:
> > I am trying to obtain the correct average marginal effect for age and
> > its square. I am getting a strange error message after using svy:
> > probit, margeff,  and lincom, which says that "matrix has missing
> > values". After looking at the trace, I believe the problem is that  
> > the
> > e(V_srs) matrix is missing. Also, using an ordinary probit seems to
> > work. Does anyone know of a way to deal with this?
> >
> > My code is:
> >
> > use "http://www.stata-press.com/data/r9/nhanes2f.dta";, clear
> > svy: probit heartatk height weight female black age age2
> > margeff, at(mean age=20 age2=0) replace
> > lincom age+2*20*age2
> You are pushing your luck here.  margeff was written before the  
> svy: prefix came out, and was not designed to deal with this sort  
> of thing.  (On the other hand, my mfx2 command was written for  
> Stata 9, and it has the exact same problem!)
>
> I think this is the problem: margeff is saving all the local macros  
> even as it does its replace.  These local macros include svy- 
> related items.  lincom looks for those and acts accordingly.  If  
> you have eret2 installed, you can try the following:
>
> use "http://www.stata-press.com/data/r9/nhanes2f.dta";, clear
> svy: probit heartatk height weight female black age age2
> margeff, at(mean age=20 age2=0) replace
> eret2 local N_psu, replace
> lincom age+2*20*age2
>
> That will give you an answer.  But is it the correct answer?  I  
> don' know.  I suggest you compute a few answers by hand to see if  
> you believe them.  In this case you get
>
>
> . lincom age+2*20*age2
>
>  ( 1)  age + 40 age2 = 0
>
> ---------------------------------------------------------------------- 
> --------
>     heartatk |      Coef.   Std. Err.      t    P>|t|     [95%  
> Conf. Interval]
> ------------- 
> +----------------------------------------------------------------
>          (1) |   .0000361   .0000297     1.22   0.232    -. 
> 0000244    .0000966
> ---------------------------------------------------------------------- 
> --------
>
>
>
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
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