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st: perform tests with marginal effects
From
Andreas Fagereng <[email protected]>
To
[email protected]
Subject
st: perform tests with marginal effects
Date
Mon, 21 Jan 2013 13:03:02 -0500
Dear Listers,
I run a probit of a dummy variable on the LHS and two dummy variables
on the RHS.
To get the marginal effects I use the mfx.
I then want to test wether the marginal effect of landsdel1 = e.g. 0.4
When I do this however stata seems to take the coefficients form the
probit regression and not the marginal effects.
How do I make the marginal effects testable?
Thanks for any advice!
Best,
Andreas
------------
probit landsdel5y1 landsdel1 landsdel2
Iteration 0: log likelihood = -661.07518
Iteration 1: log likelihood = -587.22295
Iteration 2: log likelihood = -586.96204
Iteration 3: log likelihood = -586.96204
Probit regression Number of obs = 955
LR chi2(2) = 148.23
Prob > chi2 = 0.0000
Log likelihood = -586.96204 Pseudo R2 = 0.1121
------------------------------------------------------------------------------
landsdel5y1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
landsdel1 | 1.13818 .0979193 11.62 0.000 .9462612 1.330098
landsdel2 | .0667942 .1894963 0.35 0.724 -.3046118 .4382002
_cons | -.2772226 .0515024 -5.38 0.000 -.3781655 -.1762797
------------------------------------------------------------------------------
. mfx, at(landsdel1 =0 , landsdel2=0)
Marginal effects after probit
y = Pr(landsdel5y1) (predict)
= .3908046
------------------------------------------------------------------------------
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X
---------+--------------------------------------------------------------------
lands~l1*| .4145645 .03028 13.69 0.000 .355215 .473914 0
lands~l2*| .0258621 .07386 0.35 0.726 -.118891 .170616 0
------------------------------------------------------------------------------
(*) dy/dx is for discrete change of dummy variable from 0 to 1
.
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