Nicola,
Thank you so much. mfx2 didn't seem to produce the marginals, but divprob did.
Best,
Matt
----- Original Message -----
From: [email protected]
Date: Friday, January 26, 2007 8:08 am
Subject: Re: st: marginal effects for ivprobit
> You can try:
> 1) user-written command -mfx2- from
> http://fmwww.bc.edu/RePEc/bocode/m extending official command -mfx-
> (I tried and seemed to work, not sure about how much "good" std.
> errors are)
> 2) user-written command -divprob- from
> http://fmwww.bc.edu/RePEc/bocode/i implementing Amemiya
> Generalized Least Squares (AGLS) estimators (no robust std.
> errors) --- if you don't find this one, write me off the list and
> I will send it to you
> Please don't ask me what AGLS is.
> Nicola
>
> At 02.33 26/01/2007 -0500, Matt D Mitchell wrote:
> >Hello,
> >
> >I am trying to obtain marginal effects on ivprobit.
> >
> >As I understand it, I need to use the post-estimation command
> mfx, predict(p). "mfx" alone will not work (it does not give the
> marginal effects, I believe). When I use the predict(p) command,
> however, Stata reports that the expression is unsuitable for
> calculating standard errors. I know I can force it, but Stata
> says this may not be recommended. Is it okay to use force if the
> relative difference is very small?
> >
> >Any recommendations on how I can obtain the marginal effects of
> an ivprobit and good standard errors?
> >
> >Much appreciated,
> >
> >Matt
>
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>
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