MEHETPROB: Stata module to compute marginal effects at means and their standard errors after hetprob

Thomas Cornelissen ()

Statistical Software Components from Boston College Department of Economics

Abstract: -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.

Language: Stata
Requires: Stata version 8.2
Keywords: heteroskedastic probit; marginal effects; hetprob (search for similar items in EconPapers)
Date: 2005-08-11, Revised 2006-11-10
Note: This module may be installed from within Stata by typing "ssc install mehetprob". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mehetprob.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mehetprob.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s454701

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