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st: RE: marginal effect

From   "Tamas Bartus (tbartus)" <>
Subject   st: RE: marginal effect
Date   Tue, 19 Feb 2008 15:44:17 +0100

Jason Franken asks

> > I'm trying to reproduce the marginal effects computed by the mfx (or
> > margeff) command by using the nlcom and predictnl commands.  Code
> > follows:
> <snip>
> > The mfx command says the marginal effect of x1 at mean values of the
> > data is 0.09***, whereas the margeff command says that the sample
> > average marginal effect of x1 is 0.06***.  Both the nlcom and
> > predictnl commands say the marginal effect of x1 at mean values of
> > the data is 0.015 and statistically insignificant.  How can I
> > reconcile the different results for mfx and predictnl (or nlcom)
> > commands (am I using them incorrectly)?

And Maarten notes that 
> -mfx- and -margeff- do something subtly different different: -mfx-
> computes the marginal effects at the mean values of your explanatory
> variables, while -margeff- computes the marginal effect for each
> individual and than computes the mean of these marginal effects. So
> these two commands should yield (slightly) different numbers. 

There is another difference between mfx and margeff: for continuous
variabels, the former calculates marginal change, the latter discrete change.
The unit of the discrete change is the unit of measurement of the variable.
(Units of measurement are detected for each variable using a code taken
from the official codebook.ado)

Tamas (author of margeff)
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