Find marginal effects in multiple equation model with ordered probit - cmp

[Arthur Carvalho Brito]

Hi, I am really new to Stata, so that my question might be trivial

I am using package cmp to estimate a bivariate model that goes as follows:

cmp(d_ln_jobs = d_layer) (d_layer = d_tariff), vce(robust) ind($cmp_cont $cmp_probit) nolr quietly difficult

d_layer is an ordered variable that assumes -4, -3, ... 4.

How could I obtain the marginal effect of d_tariff on both dependent variables, evaluated at d_tariff's median?

Here is what I've tried:

margins, dydx(d_tariff) at((median)) force

I don't think this is correct since, as an output, the entry related to dy/dx says 0, and at the header of the output it shows:

"Expression: linear prediction, predict()"

Does this last part mean that it would show predicted probabilities rather than marginal effects? Besides, shouldn't I get a value different from 0? In my mind, d_tariff would change d_layer, which would change d_ln_jobs? Why don't I get two values, one showing the marginal effect on d_layer and other on d_ln_jobs?

[Mustafa Coban]

Hi Arthur,

there is a workaround to get marginal effects on the joint probabilities of a recursive bivariate ordered probit model.

Here, a short example to compute the marginal effects on the joint probability Pr(y1 = 2, y2 = 3)

cmp (y1 = x1 x2 x3 i.y2) (y2 = x3 x4 x5), ind(5 5)
replace y1 = 2
replace y2 = 3
margins, dydx(*) expr(exp(predict(lnl))) force