Many thanks Richard. This is very useful. I still have a problem as all my
marginal effects are non-significant. I wonder if this has anything to do with
the fact that when Stata is fitting the exogenous probit model right at the
beggining of my ivprobit it tells me that the regressor was dropped by probit.
Can anyone tell me why would Stata do so? How can I solve it?
I think the reason for non-significance derives from here because a similar
ivprobit for another cross-section gives no message like this and my marginal
effects come out significant.
Here is the message after my ivprobit:
Fitting exogenous probit model
Iteration 0: log likelihood = -3835.5461
Iteration 1: log likelihood = -2887.7454
Iteration 2: log likelihood = -2824.864
Iteration 3: log likelihood = -2823.5037
Iteration 4: log likelihood = -2823.5018
regressor dropped by probit; using ivreg for initial values instead...
Many thanks,
Alejandro
In message <[email protected]>
[email protected] writes:
> At 09:46 AM 12/11/2006, Alejandro Delafuente wrote:
> >Hi everyone, can someone tell me how to get the standard errors for the
> >marginal effects obtained after an ivprobit estimation. Am using the
> >following
> >command: mfx compute, predict(p)
> >but Stata tells me that predict() expression p is unsuitable for
> >standard-error
> >calculation; it imposes nose option.
> >
> >Many thanks,
> >Alejandro
>
> This FAQ discusses the problem:
>
> http://www.stata.com/support/faqs/stat/mfx_nose.html
>
> As the FAQ notes, you can use the -force- option with mfx, but that
> may not be a good idea.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX: (574)288-4373
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW (personal): http://www.nd.edu/~rwilliam
> WWW (department): http://www.nd.edu/~soc
>
> *
> * For searches and help try:
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>
--
Alejandro de la Fuente
Department of International Development/QEH
University of Oxford, Mansfield Road, Oxford OX1 3TB
Tel: 01865 281836
*
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