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: Marginal effects in xtprobit model
From
Ozgur Ozdemir <[email protected]>
To
Stata <[email protected]>
Subject
st: Marginal effects in xtprobit model
Date
Thu, 8 Nov 2012 19:19:30 +0000
Hi,
I am using the xtprobit model and then calculate the marginal effects. Howeer, both xtprobit and marginal effects are producing the same cofficients as below :
I am using margins, dydx(*) atmeans to calculate the marginal effects. I am not sure where I am making a mistake, thanks for your help.
Random-effects probit regression Number of obs = 4285
Group variable: coy_id Number of groups = 1145
Random effects u_i ~ Gaussian Obs per group: min = 1
avg = 3.7
max = 10
Wald chi2(34) = 429.59
Log likelihood = -1225.5174 Prob > chi2 = 0.0000
--------------------------------------------------------------------------------------
zz | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
aa
L1. | .0217058 .005835 3.72 0.000 .0102693 .0331422
|
bb|
L1. | 1.497195 .2721133 5.50 0.000 .9638623 2.030527
|
cc|
L1. | .0000151 2.72e-06 5.54 0.000 9.74e-06 .0000204
|
dd|
L1. | -.0135796 .0047521 -2.86 0.004 -.0228934 -.0042657
|
ee|
L1. | -.0060133 .0079122 -0.76 0.447 -.0215209 .0094943
|
ff|
L1. | -.025098 .0107371 -2.34 0.019 -.0461423 -.0040537
|
gg|
L1. | .7172303 .300731 2.38 0.017 .1278084 1.306652
|
hh|
L1. | -.000561 .0059682 -0.09 0.925 -.0122585 .0111365
|
ii|
L1. | -.6703051 .30215 -2.22 0.027 -1.262508 -.0781021
|
jj|
L1. | -.3412286 .5155807 -0.66 0.508 -1.351748 .669291
|
kk|
L1. | .9472106 .0722901 13.10 0.000 .8055245 1.088897
|
_Iyear_2001 | .9121728 .233918 3.90 0.000 .4537018 1.370644
_Iyear_2002 | .7102257 .2183156 3.25 0.001 .2823351 1.138116
_Iyear_2003 | .9464609 .2214203 4.27 0.000 .512485 1.380437
_Iyear_2004 | .7134582 .2156439 3.31 0.001 .2908039 1.136112
_Iyear_2005 | .48424 .2068732 2.34 0.019 .078776 .889704
_Iyear_2006 | .2597745 .2091119 1.24 0.214 -.1500773 .6696262
_Iyear_2007 | .3746795 .2055418 1.82 0.068 -.0281751 .7775341
_Iyear_2008 | .1446341 .2031264 0.71 0.476 -.2534863 .5427544
_Iyear_2009 | .3924822 .1868319 2.10 0.036 .0262984 .758666
_Iyear_2010 | 0 (omitted)
industry1 | -2.652298 .5912917 -4.49 0.000 -3.811208 -1.493387
|
industry2 |
L1. | .7936034 .7947482 1.00 0.318 -.7640745 2.351281
|
industry3 |
L1. | -2.537374 .5735135 -4.42 0.000 -3.661439 -1.413308
|
industry4 |
L1. | 3.154997 .7461385 4.23 0.000 1.692593 4.617402
|
industry5 |
L1. | 2.23238 .34926 6.39 0.000 1.547843 2.916917
|
industry6 |
L1. | -.0061784 1.385337 -0.00 0.996 -2.721389 2.709032
|
industry7 |
L1. | 2.258933 .7231277 3.12 0.002 .8416293 3.676238
|
industry8 |
L1. | 3.328687 .5660289 5.88 0.000 2.219291 4.438083
|
industry9 |
L1. | -.9674078 .4588827 -2.11 0.035 -1.866801 -.0680143
|
industry10 |
L1. | 2.75924 .5137449 5.37 0.000 1.752318 3.766161
|
industry11 |
L1. | 1.000575 .4558163 2.20 0.028 .1071916 1.893959
|
industry12 |
L1. | 1.116542 .4890915 2.28 0.022 .1579402 2.075144
|
industry13 |
L1. | .2478854 1.029223 0.24 0.810 -1.769355 2.265126
|
industry14 |
L1. | -.0742974 .9989511 -0.07 0.941 -2.032206 1.883611
|
industry15 |
L1. | 0 (omitted)
|
_cons | -11.8037 .9864422 -11.97 0.000 -13.73709 -9.870307
---------------------+----------------------------------------------------------------
/lnsig2u | 2.093769 .1250307 1.848713 2.338824
---------------------+----------------------------------------------------------------
sigma_u | 2.848761 .1780914 2.520246 3.220099
rho | .890296 .0122116 .8639759 .9120418
--------------------------------------------------------------------------------------
Likelihood-ratio test of rho=0: chibar2(01) = 1124.43 Prob >= chibar2 = 0.000
------------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
aa|
L1. | .0217058 .005835 3.72 0.000 .0102693 .0331422
|
bb|
L1. | 1.497195 .2721133 5.50 0.000 .9638623 2.030527
|
cc|
L1. | .0000151 2.72e-06 5.54 0.000 9.74e-06 .0000204
|
dd
L1. | -.0135796 .0047521 -2.86 0.004 -.0228934 -.0042657
|
ee|
L1. | -.0060133 .0079122 -0.76 0.447 -.0215209 .0094943
|
ff|
L1. | -.025098 .0107371 -2.34 0.019 -.0461423 -.0040537
|
gg|
L1. | .7172303 .300731 2.38 0.017 .1278084 1.306652
|
hh|
L1. | -.000561 .0059682 -0.09 0.925 -.0122585 .0111365
|
ii|
L1. | -.6703051 .30215 -2.22 0.027 -1.262508 -.0781021
|
jj|
L1. | -.3412286 .5155807 -0.66 0.508 -1.351748 .669291
|
kk
L1. | .9472106 .0722901 13.10 0.000 .8055245 1.088897
|
_Iyear_2001 | .9121728 .233918 3.90 0.000 .4537018 1.370644
_Iyear_2002 | .7102257 .2183156 3.25 0.001 .2823351 1.138116
_Iyear_2003 | .9464609 .2214203 4.27 0.000 .512485 1.380437
_Iyear_2004 | .7134582 .2156439 3.31 0.001 .2908039 1.136112
_Iyear_2005 | .48424 .2068732 2.34 0.019 .078776 .889704
_Iyear_2006 | .2597745 .2091119 1.24 0.214 -.1500773 .6696262
_Iyear_2007 | .3746795 .2055418 1.82 0.068 -.0281751 .7775341
_Iyear_2008 | .1446341 .2031264 0.71 0.476 -.2534863 .5427544
_Iyear_2009 | .3924822 .1868319 2.10 0.036 .0262984 .758666
_Iyear_2010 | 0 (omitted)
industry1 | -2.652298 .5912917 -4.49 0.000 -3.811208 -1.493387
|
industry2 |
L1. | .7936034 .7947482 1.00 0.318 -.7640745 2.351281
|
industry3 |
L1. | -2.537374 .5735135 -4.42 0.000 -3.661439 -1.413308
|
industry4 |
L1. | 3.154997 .7461385 4.23 0.000 1.692593 4.617402
|
industry5 |
L1. | 2.23238 .34926 6.39 0.000 1.547843 2.916917
|
industry6 |
L1. | -.0061784 1.385337 -0.00 0.996 -2.721389 2.709032
|
industry7 |
L1. | 2.258933 .7231277 3.12 0.002 .8416293 3.676238
|
industry8 |
L1. | 3.328687 .5660289 5.88 0.000 2.219291 4.438083
|
industry9 |
L1. | -.9674078 .4588827 -2.11 0.035 -1.866801 -.0680143
|
industry10 |
L1. | 2.75924 .5137449 5.37 0.000 1.752318 3.766161
|
industry11 |
L1. | 1.000575 .4558163 2.20 0.028 .1071916 1.893959
|
industry12 |
L1. | 1.116542 .4890915 2.28 0.022 .1579402 2.075144
|
industry13 |
L1. | .2478854 1.029223 0.24 0.810 -1.769355 2.265126
|
industry14 |
L1. | -.0742974 .9989511 -0.07 0.941 -2.032206 1.883611
|
industry15 |
L1. | 0 (omitted)
--------------------------------------------------------------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/