Hi guys,

I just noticed something weird and wanted your opinion, I'm probably misunderstanding how margins works so any help would be appreciated.

I get different values when I check predictions using margins versus when I check them using predict.

Here's what I'm doing

Code:
use http://www.stata-press.com/data/r13/sysdsn1 , clear


. mprobit insure age i.male nonwhite i.site 

Iteration 0:   log likelihood = -535.89424  
Iteration 1:   log likelihood = -534.56173  
Iteration 2:   log likelihood = -534.52835  
Iteration 3:   log likelihood = -534.52833  

Multinomial probit regression                   Number of obs     =        615
                                                Wald chi2(10)     =      40.18
Log likelihood = -534.52833                     Prob > chi2       =     0.0000

------------------------------------------------------------------------------
      insure |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
Indemnity    |  (base outcome)
-------------+----------------------------------------------------------------
Prepaid      |
         age |  -.0098536   .0052688    -1.87   0.061    -.0201802     .000473
      1.male |   .4774678   .1718316     2.78   0.005     .1406841    .8142515
    nonwhite |   .8245003   .1977582     4.17   0.000     .4369013    1.212099
             |
        site |
          2  |   .0973956   .1794546     0.54   0.587    -.2543289    .4491201
          3  |   -.495892   .1904984    -2.60   0.009     -.869262   -.1225221
             |
       _cons |     .22315   .2792424     0.80   0.424     -.324155    .7704549
-------------+----------------------------------------------------------------
Uninsure     |
         age |  -.0050814   .0075327    -0.67   0.500    -.0198452    .0096823
      1.male |   .3332637   .2432986     1.37   0.171    -.1435929    .8101203
    nonwhite |   .2485859   .2767734     0.90   0.369      -.29388    .7910518
             |
        site |
          2  |  -.6899485   .2804497    -2.46   0.014     -1.23962   -.1402771
          3  |  -.1788447   .2479898    -0.72   0.471    -.6648957    .3072063
             |
       _cons |  -.9855917   .3891873    -2.53   0.011    -1.748385   -.2227986
------------------------------------------------------------------------------
I run a basic multinomial probit.

Code:
predict p1-p3 if e(sample), pr

table male, content(mean p1 mean p2 mean p3)


----------------------------------------------
NEMC      |
PATIENT   |
MALE      |   mean(p1)    mean(p2)    mean(p3)
----------+-----------------------------------
        0 |   .5053142    .4249825    .0697033
        1 |   .3904685    .5264811    .0830504
Grab the predicted probabilities for the three outcomes and compare these for males in a table

Code:
. margins i.male

Predictive margins                              Number of obs     =        615
Model VCE    : OIM

1._predict   : Pr(insure==Indemnity), predict(pr outcome(1))
2._predict   : Pr(insure==Prepaid), predict(pr outcome(2))
3._predict   : Pr(insure==Uninsure), predict(pr outcome(3))

-------------------------------------------------------------------------------
              |            Delta-method
              |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
_predict#male |
         1 0  |   .5089435   .0229832    22.14   0.000     .4638972    .5539897
         1 1  |   .3804479   .0386202     9.85   0.000     .3047536    .4561422
         2 0  |   .4207201   .0225325    18.67   0.000     .3765572     .464883
         2 1  |   .5390436   .0395344    13.63   0.000     .4615576    .6165296
         3 0  |   .0703364   .0119072     5.91   0.000     .0469988    .0936741
         3 1  |   .0805084   .0217201     3.71   0.000     .0379378    .1230791
-------------------------------------------------------------------------------
I then double check these using margins command.


The differences are kind of minor, but I still don't get it. For the first outcome, men's values are 0.38 using margins and 0.39 using predict.

Why do these differ?