Thursday, June 11, 2009
Marginal Effects with Heteroskedastic Probit Models
Obtaining marginal effects after running Stata's hetprob command can be very slow, a much quicker approach is the user written command mehetprob, by Thomas Cornelissen. Results are the same as with mfx, however mehetprob saves over 10 minutes for large datasets with Stata 9, and hours with Stata 8.
Subscribe to:
Post Comments (Atom)
1 comment:
Thanks for the tip Mark.
You should cross-post this on SLUG too: http://gearylug.blogspot.com/
If you're not set up to post there, Fearghal can sort it out
Post a Comment