Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: margeff/margins discrepancy
From
Michael Mitchell <[email protected]>
To
[email protected]
Subject
Re: st: margeff/margins discrepancy
Date
Sun, 25 Apr 2010 19:14:41 -0700
Greetings
Hmmm... ran your code and I get the same coefficient and se from
-margeff- and -margins- using Stata 11, see below
. sysuse nlsw88.dta, clear
(NLSW, 1988 extract)
. probit married wage if age==45
Iteration 0: log likelihood = -51.472515
Iteration 1: log likelihood = -51.361168
Iteration 2: log likelihood = -51.361168
Probit regression Number of obs = 78
LR chi2(1) = 0.22
Prob > chi2 = 0.6370
Log likelihood = -51.361168 Pseudo R2 = 0.0022
------------------------------------------------------------------------------
married | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wage | -.0189324 .0401219 -0.47 0.637 -.0975699 .0597051
_cons | .466017 .328395 1.42 0.156 -.1776253 1.109659
------------------------------------------------------------------------------
. margeff
Average marginal effects on Prob(married==married) after probit
------------------------------------------------------------------------------
married | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wage | -.0071433 .0150751 -0.47 0.636 -.03669 .0224033
------------------------------------------------------------------------------
. margins, dydx(wage)
Average marginal effects Number of obs = 78
Model VCE : OIM
Expression : Pr(married), predict()
dy/dx w.r.t. : wage
------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wage | -.0071433 .0150751 -0.47 0.636 -.0366901 .0224034
------------------------------------------------------------------------------
Did I do something wrong not to get different results?
Michael N. Mitchell
See the Stata Tidbit of the Week at
http://www.MichaelNormanMitchell.com
On Sun, Apr 25, 2010 at 6:57 AM, Joanne W. Hsu <[email protected]> wrote:
>
> Here is a replicable example:
>
> sysuse nlsw88.dta, clear
> probit married wage if age==45
> margeff
> margins, dydx(wage)
>
> Here, margeff produces a standard error of .0149933 (z statistic of -0.48) whereas margins reports 0.0150751 (z statistic -0.47). Margeff reports the same coefficients and standard errors regardless of whether version 9: probit is run or just probit.
>
> Now, if one runs the following after the probit:
>
> keep if e(sample)==1
> margeff
>
> margeff now produces the same output as margins did.
>
> Note that while these standard error differences are relatively small, I'm getting a similar discrepancy that is much larger in my own data (standard errors on an order of 3 times larger with margins than margeff).
>
> Any ideas on what's going on here?
>
>> Date: Sat, 24 Apr 2010 18:40:44 -0500
>> From: Richard Williams<[email protected]>
>> Subject: Re: st: margeff/margins discrepancy
>>
>> A replicable example, or at least seeing your code, could help. In
>> particular, you want to be sure that the margins command really is
>> doing the same thing as margeff.
>>
>> I have found that in some instances using version control on the
>> estimation command is helpful with margeff, e.g.
>>
>> version 9: probit y x
>> margeff
>>
>> This is because margeff was written for Stata 9, and some of the
>> ereturned results from estimation commands changed in Stata 10 or 11.
>>
>> If that doesn't solve it why don't you post your code, or better yet
>> a replicable example.
>>
>>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/