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| From | Luca Fumarco <luca.fumarco@lnu.se> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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/