Hello guys,
currently, I am dealing with ordered probit estimations where I want to
investigate the effect of government size on people's life satisfaction.
To do so I have interacted government size with a few institutional
dummies such as the extent of corruption.
I read the article by Ai and Norton (2003) which clearly points out that
the calculation of marginal effects in the framework of nonlinear
estimation techniques such as ordered probit is quite difficult and often
incorrectly done. I also found out about the inteff module in STATA, which
appears to calculate just what I need.
My do file reads as follows:
oprobit lifesat govtexp corruption corrgovtexp x, r
inteff lifesat govtexp corruption corrgovtexp x,
savedata(C:\Model3govtexp, replace) savegraph1(C:\graphs\fig1, replace)
savegraph2(C:\fig2, replace)
However, when I tried to do this I got the following error message:
last estimates not found
r(301);
Is it possible that inteff can only be used for binary probit/logit and
not for ordered probit/logit? If not, what else could be the reason why I
get this error message?
Thx in advance,
Zohal Hessami
University of Konstanz
Department of Economics
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