st: questions using "margeff"

[Wei Jiang <weijiang_cbs@yahoo.com>]

I just used the "margeff" module to compute the average partial effect (APE), and found the following problem:

Suppose a probit mode is: 

Y* = a1*x1 + a2*x2 + e;
y = 1 if Y* > 0; and = 0 if otherwise.

I would think that a1/a2 must be equal to APE(x1)/APE(x2) because 

APE(x1) = 1/n *sum(a1*normpdf(a1*x1+a2*x2))
APE(x2) = 1/n *sum(a2*normpdf(a1*x1+a2*x2))

But the APE estimates produced by margeff does not satisfy this property.  Anyone can advise?

Many thanks.

Wei Jiang



      

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