Hello everybody,

unfortunately I couldn't figure out how to make the margins command estimate conditional group means after oprobit - something that seems straight forward, r.g. if you want to compare the results of an OLS model for an ordered scale variable with ordered probit estimates.
I couldn't find the answer in the help or here on the list, so I decided to just post it, since my requesti kinda urgent. But please direct me to the thread if you have knowledge of it.

Here's a quick example using auto.dta.
Suppose headroom is an ordered scale and I want to estimate the effect of foreign on it. So, I want to compare the mean of headroom for foreign==1 vs foreign==0.
Now, in OLS that's just the coefficient.

Code:
sysuse auto, clear

reg headroom foreign

oprobit headroom foreign
Let y be headroom and x be foreign and a0 to a7 be the cut-points between the categories of headroom.
In the ordered probit case I would have to estimate the difference between
Array
at x=1 and x=0 and obtain the standard error to test for it to be 0 (I took the equation from Woolridge (2010), p. 506).

How could I impement that with margins after the ordered probit regression?

Thank you very much in advance!
Boris