Dear statalist users,

Hope you all are doing well. I used Stata/MP 14.0 to run a multivariate probit model which has three binary dependent variables/three equations. When I tried to obtain the marginal effects using the margins command in the Stata window, a warning showed up: Warning: cannot perform check for estimable functions. Following that, values of marginal effects were obtained, which however were identical to the coefficients of independent variables for the multivariate probit estimation. Supposedly, the values of marginal effects should be in the probability scale. I was wondering if Stata chose the inappropriate function to estimate in terms of the marginal effects. Does anyone know how to fix this problem? Thanks a lot in advance!

Here is a screenshot of the margins command and the associated results (variables were mosaiced):

Array


All suggestions are welcome!

Best,
Lingling