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st: margfx?


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: margfx?
Date   Tue, 10 Aug 2004 19:59:05 -0400

Dmitri wrote

Could someone please explain why these two versions of margfx do not work?
According to the help, they are equivalent, but I get a cryptic syntax
error after the second.

Margfx also sometimes gives the AME for a subset of the explanatory
variables without any indication of why it dropped the others. The probit
runs without dropping anything.

If someone could explain this, I would be most grateful. This is my code:

use auto, clear
gen sex=round(uniform(),1) /* I wanted to add a binary var on RHS */

/* Method 1 */
margfx for*, contin(price mpg headroom) binary(sex) model(probit)

/* Method 2 */
probit for* price mpg headroom sex
margfx, q


According to findit margfx, margfx is neither a Stata command nor a user-contributed routine. Do you mean mfx? mfx runs just fine after the probit you specify. But I have no idea how you might do the "method 1" estimation (or where you got margfx).

Kit



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