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From | Scott Merryman <scott.merryman@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Telling what is significant in mprobit |
Date | Mon, 26 Jul 2010 04:48:36 -0500 |
See http://www.stata.com/statalist/archive/2004-03/msg00142.html Scott On Sun, Jul 25, 2010 at 6:17 PM, Laura Cyron <lauracyron@yahoo.de> wrote: > Hello Statalist, > > I am currently trying to evaluate a multinomial probit model regarding the usage > of mutually exclusive financial service options with the help of -mprobit-. And > I wish to give the marginal effects at the means in the written data analysis. > > > Now I am confused how to tell which independent variables are significant. > Normally, I take a look at P > |z| of the coefficients and check whether the > values are below the alpha value of, for instance, the significance level of 10% > (so, a value > 0.1). > > A simplified (and shortend) version of my code is as follows: > > mprobit fin_services age female log_expenditure risk_attitude > mfx2 > > (where fin_services takes on 8 different values) > > In the first very basic test runs I undertook using -mfx2-, I stumbled across > the problem that some of the P > |z| values of the coefficients in mprobit > indicate that "female" and "log_expenditure" are significant for fin_services > category 4. > Then I ran -mfx2- and in that output P > |z| was only significant for "female" > and no longer for "log_expenditure" when Pr(fin_services==4). > > What does this tell me? Or rather am I making a mistake here? > And which coefficients would than be the significant one which I could mention > in my analysis. > > > I would greatly appreciate your input. > > Thank you, > Laura > > > > * > * 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/