Dear Statalisters:
I am using margeff command after xtprobit to get average partial
effects. The problem is that my earlier estimations results (i.e.
average partial effects and their standard errors) from using the
previous version of margeff (2.1.8 ) considerably differ from the
current version (2.2.0). Standard errors are very small now which seem
to be a bit unrealistic. I run the same program file on two different
PCs. All other things remain the same (including actual xtprobit
results) but the average partial effects and especially their standard
errors are quite different as calculated in the two versions of margeff.
My program set up is as follows:
xtprobit dep x1 x2 x3, no log
margeff, replace
Moreover, for some variables which are insignificant in xtprobit results
even at 10 percent level, their average partial effects become
significant at one percent level. Am I doing something wrong? or it
is just the updating of the program?
Thanks for help,
Tanveer
Difference in versions:
Version 2.2.0 - 20 August 2009 - margeff reported incorrect standard
errors for marginal effects after oprobit and ologit. This is now fixed.
Version 2.1.9 - 13 August 2009 - margeff reported incorrect average
partial effects after oprobit and ologit. Partial effects calculated at
fixed values or means were however correct.
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