Hi Nishant,
1. Stata's post-estimation command mfx does not work after ivprobit
because of a scaling issue that arises with the two-step estimator
(but not with the maximum likelihood estimator). Tinna had the same
problem. See http://www.stata.com/statalist/archive/2005-09/msg00373.html
2. To obtain average partial effects after the two-step estimator see
Wooldridge (2002), Econometric Analysis of Cross Section and Panel
Data, pp. 472-477.
Hope this helps.
Ramani
2008/5/5 Nishant Dass <[email protected]>:
> Hi,
>
> Could someone please help me with the following two issues?
>
> 1. Why mfx doesn't predict probabilities in ivprobit-twostep?
> 2. If I do use ivprobit-twostep, what's the best way to calculate the marginal effects on probabilities from a standard deviation change in an independent variable?
>
> Thanks a lot for your help!
>
> Nishant
>
>
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