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Cracking!

And do I get t- statistics (or will they be F-statistics) from this by dividing the resulting values by their corresponding S.E.s?

Thanks!

Wald test

Thanks Glenn. Impressive stuff! So I've tried the code. It seems to work pretty well. The first screenshot - 'Wald S.E.s' - should show the calculation which seems to be good. However, the program seems to run into problems when it tries to include either @trend [<@TREND is an illegal or reserved na...

Ah Ok that is what I was trying. Say my first variable was imp_pen. Its s.e. in the regression output is 0.183955. I'd do View, Coefficient Diagnostics, Wald-Coefficient Restrictions and write c(1) = 0 Whichever value I set c(1) equal to I'll get the same s.e. , which is the same as the s.e. in the ...

I'm not totally sure how to do that, could you give a couple more hints? :) For the variable for which I'm looking to calculate a marginal effect, I should run it through the Wald coefficient-restriction test (at any value) and use that s.e.? (I couldn't see any Wald test within the meffects vector ...

I've computed all of my marginal effects at the means. I'd also like to calculate the marginal effects given a 1 s.d. change in the variable, but it's not too essential.

I've got minimum 6 coefficients (plus 10 country dummies); maximum 11 coefficients (plus 10 country dummies).

Hello, I have a quick question: For a probit model I plan to report standard errors along with my marginal effects. Are the standard errors I should report in the default estimation output pane, or do I need to compute them for the marginal effects by some method? (I can't seem to even find the answ...

Brilliant! Works perfectly, thank you for the quick reply! I have another question also: I'm having trouble computing robust covariances in my model where I move to including a specific (binary) independent variable (which is pretty collinear with the (binary) dependent variable) and a set of year d...

Hi there! I'm having trouble setting the right sampling command for my dataset, which is specified by a year date identifier and two cross-sectional identifiers (ISIC and country). Now, I want to sample my data but only for certain years for certain countries e.g. Brazil 1995 Peru 1995-1997 Chile 19...