margins - option pmarg1 not allowed

[Hitomi Amaya]

Dear all,

Following suggestions to my previous question, I was able to submit a user-defined maximum likelihood program "mybiprob" and estimated a bivariate probit model as follows.

ml model lf mybiprob ($y1list = $x1list) ($y2list = $zlist) /athrho, robust cluster(id)
ml maximize

Then, to obtain marginal effects, I issued the following command, but received an error saying the option pmarg1 is not allowed.
. margins, dydx(*) atmeans predict(pmarg1)
option pmarg1 not allowed

Sorry for my ignorance but I am not sure where the problem lies and how to proceed. I would be grateful if someone could point out the right direction.

Many thanks!
Hitomi

[Richard Williams]

I can't see your program, but I am guessing it is just using the default predict command, and that command does not know what pmarg1 means. In your program, I am guessing you need to add something like

ereturn local predict "mybiprob_p"

You will have to write that program yourself. Unless maybe you can use the predict command for biprobit, in which case you can use

ereturn local predict "bipr_p"

As an alternative, rather than modify your program, you could download -estadd- from SSC and, after running the ml commands, have a command like

estadd local predict bipr_p

Programming your own predict command can be non-trivial. So, hopefully you can use an existing command, or find an easy way to modify an old one.

One other possibility: margins does have an -expression- option. See the help. Perhaps you can code the equivalent of pmarg1 using it.