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07-09-2010 03:48 PM

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

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

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07-10-2010 04:25 PM

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

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