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st: Re: On marginal effects


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: On marginal effects
Date   Fri, 14 Nov 2003 21:43:39 -0600

Another possibility, rather than calculating the marginal effects at the mean,
you might find the average marginal effects more useful.  Take a look at Tamas
Bartus's -margin- command.  This will be faster than -mfx compute- since it
relies on analytical rather than numerical calculations.

Hope this helps,
Scott



----- Original Message ----- 
From: "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, November 14, 2003 5:51 AM
Subject: st: On marginal effects


> Nick,
>
> OK, no problem. I should reply by saying that I've attempted to circumvent
> this difficulty by tabulating Excel spreadsheets. However, consulting the
> literature has not made me entirely clear about the computation. As I
> understand it, -dF/dx- as reported in Stata multiplies the probit
> coefficients by their corresponding f(z) score. But when I downloaded the
> auto-data from Stata, my -probit- calculations of [b*f(z)] didn't match
> the marginal effects presented after running both -mfx compute- or
> -dprobit- (all of which were MEs of 14 zeros, anyway). Where am I going
> wrong??!
>
> C.
>


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