Couple of recent posts point out difficulties obtaining the marginal effects after IVprobit command. This seemed a rather simple issue of not including the "predict(pr)" option. From here i remember a problem I had in the past which now have resurface.
In specific, what is the correct syntax (or otherwise method) to estimate marginal effects after using ivprobit?
My main concern goes to the fact that older versions of stata (using version control) produce different results, and that some of them (at least point estimates) could be estimated without using ivprobit.
Please see the example below
Code:
version 14 use http://www.stata-press.com/data/r13/laborsup, clear ivprobit fem_work fem_educ kids (other_inc = male_educ) margins, dydx(other_inc fem_educ kids male_educ) atmeans predict(pr) post est sto m14a ivprobit fem_work fem_educ kids (other_inc = male_educ) margins, dydx(other_inc fem_educ kids male_educ) predict(pr) post est sto m14b version 15 use http://www.stata-press.com/data/r13/laborsup, clear ivprobit fem_work fem_educ kids (other_inc = male_educ) margins, dydx(other_inc fem_educ kids male_educ) atmeans predict(pr) post est sto m15a ivprobit fem_work fem_educ kids (other_inc = male_educ) margins, dydx(other_inc fem_educ kids male_educ) predict(pr) post est sto m15b probit fem_work fem_educ kids other_inc male_educ margins, dydx(other_inc fem_educ kids male_educ) predict(pr) post est sto m15c . est tab m14a m14b m15a m15b m15c, se ------------------------------------------------------------------------------- Variable | m14a m14b m15a m15b m15c -------------+----------------------------------------------------------------- other_inc | -.02143636 -.01401501 -.01357387 -.0097802 -.0097802 | .00241808 .00098359 .0025939 .0014994 .00098284 fem_educ | .08337907 .05451292 .08650361 .06232728 .06232728 | .01056916 .00660068 .01103787 .00709898 .00603163 kids | -.07191827 -.04701989 -.08525341 -.06142649 -.06142649 | .01888225 .01233965 .01964523 .01394461 .01283831 male_educ | (omitted) (omitted) -.0269815 -.01944062 -.01944062 | .00268593 .00221035 .00748863 ------------------------------------------------------------------------------- legend: b/se
Fernando
0 Response to correct marginal effects after ivprobit
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