不知道为什么做出来的参数和文献不一致。文献是做了两组,一组操作是x0=0,另一组操作是x0=1。每组4个概率p=0, p=0.25, p=0.5, p=0.75。所以他自变量选了下图参数里的4个自变量,因变量是虚拟变量,参数表里左边是是否选x=x0 即0或1 ,右边是是否选x=10。所以我stata做的时候自变量、因变量算是0-1值的。用的是 probit y x0 p025 p05 p075
margins,dydx(*) atmeans 因为文献说了用的是均值处的边际效应
我感觉似乎没啥问题?都是按照文献做的,但我出的结果是
Conditional marginal effects Number of obs = 236
Model VCE : Robust
Expression : Pr(Y), predict()
dy/dx w.r.t. : x0 prob025 prob05 prob075
at : x0 = .4915254 (mean)
prob025 = .75 (mean)
prob05 = .5 (mean)
prob075 = .25 (mean)
------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x0 | -.2765549 .0686961 -4.03 0.000 -.4111967 -.1419131
prob025 | .3446351 .1006331 3.42 0.001 .1473979 .5418722
prob05 | .1605501 .0942536 1.70 0.088 -.0241836 .3452837
prob075 | -.0008351 .0942106 -0.01 0.993 -.1854844 .1838143
------------------------------------------------------------------------------
请大神指点我一下哪里出了问题,谢谢!