projected values

Econometrics questions and discussions

projected values

Unread postby PTillmann-436 » Thu Jun 10, 2021 9:39 am

Hi,

I calculate marginal effects from an estimated probit model and struggle with the XVECTOR option of the PRJ instruction. It works fine for the ATMEAN option,

prj(atmean,dist=probit),

but not if I enter the vector of means manually,

prj(xvector=||mean1,mean2,mean3,...||,dist=probit).

Shouldn't the two yield identical results?

I would appreciate any help.
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Re: projected values

Unread postby TomDoan » Thu Jun 10, 2021 12:18 pm

They should. How are you getting the means? The PRJ(ATMEAN,...) computes the means of X over the range being used in the PRJ. You can see what the mean vector is by

disp %meanv
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