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Re: st: mtreatreg - marginal effects
From
Partha Deb <[email protected]>
To
[email protected]
Subject
Re: st: mtreatreg - marginal effects
Date
Sun, 13 Feb 2011 21:39:37 -0500
Francesca,
To answer your questions:
In the Econometrics Journal paper, standard errors for the marginal
effects were calculated by Monte Carlo - not the effects themselves. The
reason for doing that was that, at the time the work for that paper was
done, I was still using Some Alternative Software, which did not (does
not?) have a built in facility to calculate marginal effects.
It is true that -mfx- does not produce standard errors because the
-_predict- function for -mtreatreg- fails an internal test -mfx-
conducts . -mfx, force- gets around it - and gives correct answers.
Hope this helps.
Partha
On 2/12/2011 12:10 PM, Francesca Fabbri wrote:
Hi,
I am using mtreatreg (by Partha Deb) to estimate multinomial treatment
effects on a continuous and on a bivariate outcome. I have 2 questions
regarding the procedure.
- In the original paper where Deb and Trivedi develop the multinomial
treatment for a negative binomial ("Specification and simulated likelihood
estimation of a non-normal treatment-outcome model with selection:
Application to health care utilization", Econometrics Journal (2006),
volume 9, pp. 307–331), the authors explain that they calculate the
marginal effects using Montecarlo. Is this the case for mtreatreg as well,
when the outcome variable is a probit?
- And is this the reason why Stata would not calculated the standard
errors of the marginal effects? When I run mfx after mtreatreg to obtain
marginal effects from the multinomial+probit specification, Stata would
not calculate the standard errors of the marginal effects, giving the
error:
"warning: default predict() is unsuitable for standard-error calculation;
option nose imposed"
Thanks in advance,
Francesca
Francesca
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--
Partha Deb
Professor of Economics
Director of Graduate Studies
Hunter College
ph: (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/
Emancipate yourselves from mental slavery
None but ourselves can free our minds.
- Bob Marley
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