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Re: st: margfx?
I downloaded margfx from
after someone on this list recommended it to me. Jonah B. Gelbach is the
author, but I thought someone might be familiar with it on this list.
I am familiar with mfx, but in my understanding it calculates dphi/dx
evaluated at a given x (with the average x as the default). I would call
the latter derivative the marginal average effect (MAE). I want the AME,
which is the average of all the dphi/dxs evaluated for each x in
e(sample). Are there any user-written programs that accomplish this?
On Tue, 10 Aug 2004, Christopher F Baum wrote:
> Dmitri wrote
> Could someone please explain why these two versions of margfx do not
> 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
> runs without dropping anything.
> If someone could explain this, I would be most grateful. This is my
> 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).
Dimitriy V. Masterov
Center for Social Program Evaluation
1155 East 60th St. Room 038
Chicago, IL 60637
1312 East 53rd St., Apt.309
Chicago, IL 60615
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