English, Article edition: MEHETPROB: Stata module to compute marginal effects at means and their standard errors after hetprob Thomas Cornelissen

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Bookmark: http://trove.nla.gov.au/version/103885
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  • code
Language
  • English

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Title
  • MEHETPROB: Stata module to compute marginal effects at means and their standard errors after hetprob
Author
  • Thomas Cornelissen
Physical Description
  • code
Notes
  • -mehetprob- computes marginal effects at means and their standard errors after the estimation of a heteroscedastic probit model by -hetprob-. It delivers the same results as -mfx compute- after -hetprob-, but it is faster. While -mfx- computes the derivatives needed to infer the standard errors numerically, -mehetprob- computes them analytically. Thus -mehetprob- takes only a few seconds while -mfx compute- after -hetprob- can take several hours in Stata 8 and several minutes in Stata 9.
  • heteroskedastic probit, marginal effects, hetprob
  • RePEc:boc:bocode:s454701
Language
  • English
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