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Re: st: RE: mfx 2 command


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: mfx 2 command
Date   Tue, 10 Aug 2010 18:58:19 -0500

Thanks to Dr. Martin for filling in for me! I'll just add that (1) -margeff-, also available from SSC, is often faster than -mfx2- (but -margeff- does not support as many programs), and (2), as noted in the help file for -mfx2-, "only the standard errors of the marginal effects are correct, hence use of commands like test may produce incorrect results." Of course, there is also the new -margins- command, but I am not sure if it provides the same convenience with multiple-outcome commands like -ologit- that -mfx2- and -margeff- provide.


At 01:25 PM 8/10/2010, Martin Weiss wrote:

<>

***********
u http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta, clear
ologit warm yr89 male white age ed prst
mfx2
eret li
mat l e(mfx_b_dydx)
mat l e(mfx_se_dydx)
***********


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Laura Cyron
Sent: Dienstag, 10. August 2010 20:20
To: statalist@hsphsun2.harvard.edu
Subject: st: mfx 2 command

Hello everyone,

I was wondering whether anyone could tell me how the -mfx2- command saves its
marginal effects and the respective standard errors.
The -mfx- command does it in e(Xmfx_dydx) and e(Xmfx_se_dydx).
I'd like to directly include the matrices in a routine but my results come from
a mprobit estimation and am using -mfx2- as mentioned above.
Reading ado-files is sadly not one of my strength and I cannot deduce from it
how the matrices storing the marginal effects and standard errors might be
called. I would greatly appreciate you input.

Thanks a lot,

Laura




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Richard Williams, Notre Dame Dept of Sociology
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