Dear Statalists,
I am trying to estimate for several models (using -probit- or -regress-) and hope to be able to test whether marginal effects of those models are jointly significant.
For this target, with my limited knowledge, I have hoped -suest- could be a solution. Specifically, I have started by running -margins- (after regression), saving marginal effects of each model with -estimates store-, then try to "combine" them with -suest-. However, the error "...estimated with a nonstandard vce (delta)" is always shown up as illustrated in the below example.
From a previous post, it seems to me that the workable solution might be found at the option expression() of -margins- command. But I can not find down the proper expression for my situation, i.e for -probit- or -regress- as in the above example. Please kindly advise me. Thank you very much for for kind attention.
I am trying to estimate for several models (using -probit- or -regress-) and hope to be able to test whether marginal effects of those models are jointly significant.
For this target, with my limited knowledge, I have hoped -suest- could be a solution. Specifically, I have started by running -margins- (after regression), saving marginal effects of each model with -estimates store-, then try to "combine" them with -suest-. However, the error "...estimated with a nonstandard vce (delta)" is always shown up as illustrated in the below example.
Code:
sysuse auto, clear
probit foreign weight mpg
margin, dydx(*) coeflegend post
est store A
reg weight mpg
margin, dydx(*) coeflegend post
est store B
suest A B
.A was estimated with a nonstandard vce (delta)
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