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From | Ayman Farahat <ayman.farahat@yahoo.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: marginal after biprobit |
Date | Thu, 22 Nov 2012 12:26:22 -0800 (PST) |
Thanks Dimitriy That was very helpful. I have a follow up question on how to interpret the correlation coefficient (artrho, or rho) In case when i have : biprobit (isclosed = myfailpricerisk lreviewnumber) (isgroupon = mygrouponziprisk mygrouponpricerisk lbrate) The correlation measure the degree of association between the un-observed factors in equation 1 (isclosed) and equation 2 (isgroupon) so if i have a positive and significant correlation i can conclude that the unobserved share some common determinants . In second case biprobit (isclosed = myfailpricerisk lreviewnumber ISGROUPON) (ISGROUPON = mygrouponziprisk mygrouponpricerisk lbrate) how do you interpret the correlation? I have found that the correlation switch signs from first to second case? Best Ayman ----- Original Message ----- From: Dimitriy V. Masterov <dvmaster@gmail.com> To: Statalist <statalist@hsphsun2.harvard.edu> Cc: Sent: Wednesday, November 21, 2012 5:03 PM Subject: Re: st: marginal after biprobit Ayman, biprobit is the right command. Austin Nichols has instructions on calculating the AME here: www.stata.com/meeting/chicago11/materials/chi11_nichols.pdf. There are several ways of doing it, some are better than others, but they tend to produce similar results. DVM On Wed, Nov 21, 2012 at 4:47 PM, Ayman Farahat <ayman.farahat@yahoo.com> wrote: > Hello ; > I am working on a problem where the dependent variable (iscloed) is binary and one of the regressors (isgroupon) is binary and endogenous. > Based on advice i got from the statalist, it was suggested to use a biprobit, > I ended up using something of the form > > biprobit (isclosed = myfailpricerisk lreviewnumber isgroupon) (isgroupon = mygrouponziprisk mygrouponpricerisk lbrate) > > > A couple of questions : > 1) Is the biprobit the correct command? > 2) how do i get the marginal effect of "isgroupon" on "iscolosed" ? > Thanks > Ayman > > * > * 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/ * * 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/ * * 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/