Prabal Kumar De <[email protected]>:
See
http://www.stata.com/support/faqs/stat/mfx_nose.html
and note -dprobit- uses these formulas to calculate marg fx and SEs:
Indicator Variables
Dp = F(x2*b) - F(x1*b)
d(Dp)/db = f(x2*b)*x2 - f(x1*b)*x1
Vhat(Dp) = [d(Dp)/db)]' Vhat(b) [d(Dp)/db]
Continuous Variables
p = F(x*b)
dp/dx = f(x*b)*b = g(b)
dg/db = f'(x*b)b'x + f(x*b)I
Vhat(dp/dx) = [dg/db] Vhat(b) [dg/db]'
presumably you could do this "by hand" as well.
On 7/8/07, Prabal Kumar De <[email protected]> wrote:
Hi!
I need to know what is the best way to calculate the marginal effect after running IVPROBIT. I use -mfx- , but it is not reporting standard errors ( even after specifying the value at which to be calculated). I could not find something like -divprobit-
Any help will be much appreciated.
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