命令:xtprobit newproductyummy lnepu lnepustateown lntotalassetpriceadjust age profitrate exportintensity financingrestriction fixassetratio exportratio
结果:
Random-effects probit regression Number of obs = 324197
Group variable: pro Number of groups = 41271
Random effects u_i ~ Gaussian Obs per group: min = 1
avg = 7.9
max = 8
边际效应与估计系数完全一致,是否与结果中的Expression: Linear prediction, predict()有关。我看到的关于margins的例子中,少有Expression: Linear prediction, predict(),一般是Expression : Pr(grade), predict()这类结果。