Thanks a lot! I read it and it is nice to see that more people than I have been confused by this. But, I can't stop thinking that there must be a reason that dprobit works like it does. If it was a mistake that mfx and dprobit differ on this, the STATA people would have changed the command, hadn't they? In the STATA manual it says that z correspond to the underlying coefficient, but not why it is like this. I'm still puzzled, I'm afraid.
Best
Sven
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Martin Weiss
Sent: den 31 oktober 2008 11:01
To: [email protected]
Subject: st: RE: marginal effects in probit
Line for the server
http://www.stata.com/statalist/archive/2008-10/msg00961.html
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Sven Tengstam
Sent: Friday, October 31, 2008 10:57 AM
To: '[email protected]'
Subject: st: marginal effects in probit
Dear all,
I am new on this list and I have one question that I hope someone can help
me a little bit with. It is about the command "dprobit".
dprobit reports the Confidence Interval for the marginal effects, but "z and
P>|z| correspond to the test of the underlying coefficient being 0". Does
anyone know why Z is reported for the coefficient (instead of for the
marginal effect)? Could it be that when testing the null hypothesis for the
marginal effect, it is actually Z for the underlying coefficient that should
be used?
Thanks in advance!
Best,
Sven Tengstam, Sweden
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