Dear All,
I am running a Bivariate Probit model in STATA and tried to estimate the marginal effects; however, every time its showing some error message. Could you please help me to run the exact command to get the marginal effects for both the equations.
Thanks,
Montu Bose
Dear Montu,
I hope it will be helpful for u. Use the command as it is only by change your dependent and independent variables.
* Bivariate probit model
biprobit $y1list $y2list $xlist
* Predicted marginal probabilities of y1=1 and y2=1
predict biprob1, pmarg1
predict biprob2, pmarg2
* Predicted joint probabilities of y1=0 and y2=0, y1=0 and y2=1, y1=1 and y2=0, and y1=1 and y2=1
predict biprob00, p00
predict biprob01, p01
predict biprob10, p10
predict biprob11, p11
* Summarizing predicted values
summarize $y1list $y2list biprob1 biprob2
summarize biprob00 biprob01 biprob10 biprob11
tabulate $y1list $y2list
* Marginal effects
margins, dydx(*) atmeans predict(p00)
margins, dydx(*) atmeans predict(p01)
margins, dydx(*) atmeans predict(p10)
margins, dydx(*) atmeans predict(p11)
* Bivariate probit with different sets of regressors
biprobit ($y1list = $zlist) ($y2list = $xlist)
Thank you so much for your response. However, I am getting some comments like this during marginal effects calculation -
margins, dydx(*) atmeans predict(p00)
prediction is a function of possibly stochastic quantities other than e(b)
r(498);
Could you please also help me to check the reliability of the predicted model?
Regards,
Montu Bose
Basically, the problem would be solved if we use the below command -
margins, dydx(*) predict(p10) force
Recently, I have calculated few marginal effects using this command.
//Biprobit
margins, predict(pcond1) dydx(*) atmeans post
margins, predict(pcond2) dydx(*) atmeans post
//Recursive Biprobit
//Direct effect marginal
margins, predict(pmarg2) dydx(*) force post
//Direct and Indirect marginal effect (Pov equation)
margins, predict(pmarg1) dydx(*) force post
margins, predict(pcond1)dydx(*) force post
Do these make sens?
Review this document https://drive.google.com/file/d/0BwogTI8d6EEiUzNMWVNEM3FZXzA/edit
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