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st: AW: RE: marginal effects for IV ordered probit


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: RE: marginal effects for IV ordered probit
Date   Sat, 24 Jul 2010 17:26:16 +0200

<> 

There is always a good reason why Stata refuses to do certain things, so
-force- may not be such a good idea. Could also be that you are simply out
of luck with the se for the marginal effect. -h cmp- does state that "force
may be needed when running old versions of mfx to stop this behavior." But
"old" is apparently defined as pre January 2008 versions of -mfx-, which
mine is not. 



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von xueliansharon
Gesendet: Samstag, 24. Juli 2010 16:42
An: [email protected]
Betreff: st: RE: marginal effects for IV ordered probit

Hi, Martin,

Thanks for your help. Yes, your command works out the marginal effects, but
I still want the standard errors for marginal effects and there's a warning
message after running "mfx, predict(pr outcome(#1)) nonlinear": 

warning: predict() expression pr outcome(#5) unsuitable for standard-error
calculation;
option nose imposed

As a result, stata doesn't compute the standard errors.

So if I use the "force" option to get the standard errors of marginal
effects, are these standard errors reliable? If not, could you please tell
me how to get standard errors?

Many thanks,
Sharon


<> 

Well, the help file shows examples such as 


*********** 
mfx, predict(pr outcome(#1)) nonlinear 
*********** 

HTH 
Martin 

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