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  • IV Probit-Newey's two step method, margins

    Hi everyone
    I am running an IV-probit model, with a binary dependent variable. I am using the Newey's two step method instead of MLE.
    I run the following command-
    ivprobit Laborforce_ps_ss i.Marital ib9.Socialgroup i.Educ_category Age Agesquare i.HH_typeR HH_size Children_dumm i.State (LMPCE =HH_head_educ) if Sex==2 & Sector==1 , twostep Thereafter, I wish to run the margins but the "margins, dydx (*) atmeans post" command does not work with two step method.
    The margins, dydx(*) atmeans post gives the coefficients of the iv-probit itself.
    margins, dydx(*) predict(pr) post does not work with the two step estimation method.

    Is there a way to calculate margins after IV-probit ?
    Any help would be appreciated.

    Regards
    Varsha

  • #2
    Dear Varsha,

    I was wondering if you found a way of obtaining the margins result after ivprobit with the twostep option. I am facing the same problem.

    Thanks,
    Usman

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