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questions about calculating marginal effects

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questions about calculating marginal effects

Hi there,

I am currently working on a project which requires me to calculate marginal effects. I choose probit model because most variables are categorical variables. I also created dummy variables for all the categorical variables. However, it seems the result is not good(different from the results generated by collegues using stata). I do not think there should be any differences.

Basically, I am using doing it in this way:
proc qlim data=greenedata;
model grade = gpa tuce psi / discrete(d=probit);
output out=outme marginal;
run;
quit;

Is the function of calculating marginal effects only available in SAS/ETS but not in SAS base?

Thank you guys!

April
PROC Star
Posts: 7,467

Re: questions about calculating marginal effects

April,

I can't answer your question about differences between SAS and Stata results but, as for whether you need SAS/ETS to calculate marginal effects, take a look at the example comparing qlim and logistic:

http://support.sas.com/kb/25/007.html

HTH,
Art
-----------
> Hi there,
>
> I am currently working on a project which requires me
> to calculate marginal effects. I choose probit model
> because most variables are categorical variables. I
> also created dummy variables for all the categorical
> variables. However, it seems the result is not
> good(different from the results generated by
> collegues using stata). I do not think there should
> be any differences.
>
> Basically, I am using doing it in this way:
> proc qlim data=greenedata;
> model grade = gpa tuce psi / discrete(d=probit);
> output out=outme marginal;
> run;
> quit;
> s the function of calculating marginal effects only
> available in SAS/ETS but not in SAS base?
>
> Thank you guys!
>
> April
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