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]
st: different s.e. of marginal effects when computed with mehetprob and nlcom
From
Luca Fumarco <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: different s.e. of marginal effects when computed with mehetprob and nlcom
Date
Wed, 11 Apr 2012 16:16:45 +0200
Dear Statalisters,
I am using the heteroskedastic probit model. I am interested in the marginal effects.
When I compute the marginal effects with the mehetprob command, I get a certain value, with related s.e., z, P>lzl.
When I use the nlcom to compute the marginal effects, I get the same value, but different s.e., z, P>lzl.
I do not find the reason; the s.e. are computed in both the ways with the delta method.
Thank you very much for your time.
Luca
*
* 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/