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From | Andreas Fagereng <afagereng@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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 . * * 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/