Hello people,

I am replicating an empirical economic study in which the authors conduct a bivariate probit regression with marginal effects at the sample means. They report two columns with marginal effects (one for each of the 2 dependent variables). The results show opposite effects for the two DV, which confirms their theory. In addition, they run a parameter homogeneity test for each independent variable to check if the differences between the effects are significant.
If I run a biprobit in stata, I also get 2 tables: One for each of both DV. However if I run mfx afterward, I get only ONE table. I also tried all 4 combinations, i.e. p(00), p(10), p(01), p(11) but all effects are completely different compared to the study.

Does anyone have an idea what the authors did in econometric terms? How do I get the two coefficient tables as two mfx tables? And what could be the command for a parameter homogeneity test?

Maybe it helps to have a bit of the theoretical background:

They use a biprobit because of the following reason: The data comes from a questionnaire in which every observation is a firm (i.e. the data is at firm level). Each firm has a dummy variable for "patent application" and for "trade secrecy". Both can be 1 or 0, independently, so there are 4 possible combinations. The theoretical model that is tested, however, considers one innovation that can either be patented or kept secret (i.e. the model is at innovation level/product level). At first they run a probit regression where "patent application" is the DV. However, as in the sample there are firms that have a value of 1 for patenting AND secrecy, they conduct a biprobit. The results show opposite effects of the independent variables on patenting and secrecy, which is a likable result that does not contradict the results of the first probit.

I know this is a tough and long question but I don't know who to ask anymore.

Thank you very much and best regards!