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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