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RE: st: dprobit/nocons/mfx question


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: dprobit/nocons/mfx question
Date   Fri, 20 Mar 2009 11:01:17 -0500

At 09:34 AM 3/20/2009, Schaffer, Mark E wrote:
Some off-list discussion with Kit Baum reveals a very compelling reason
for retaining -dprobit- as a documented command:  it is *much* faster
than -mfx-.

An example with the toy auto dataset is below.  -dprobit- is 30x faster.
I'm using IC Stata 10.1 and a nothing-special wintel desktop machine.

Kit made a very good point, which is that this suggests there is a good
case for asking StataCorp to tweak -mfx- so that it spots it is dealing
with -probit- and can do whatever it is that -dprobit- does to get the
marginal effects so much faster.

--Mark

Also, look at Tomas Bartus's -margeff-. It doesn't work with every command, but when it does work it is way faster than -mfx-, and it also offers several powerful options. Note that you need to change its default options if you want the same results as -mfx- (but many seem to think that margeff's defaults are better anyway.) The Stata Journal article on -margeff- is now a freebie at

http://www.stata-journal.com/article.html?article=st0086


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Richard Williams, Notre Dame Dept of Sociology
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