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st: 'margin' and marg. effects of second-order polynomials


From   Justina Fischer <JFischer@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: 'margin' and marg. effects of second-order polynomials
Date   Thu, 30 Dec 2010 00:30:23 +0100

Hi

I am estimating (using oprobit, unfortunately) a functional relationship of the following kind (simplified)

Pr(F) = ax + bx^2 + other stuff.

I am interested in the marginal effect: dPr(F)/dx = a + 2bx

Using margin, I get marginal effects as if x and x^2 were two separate variables, even though  I interact the factor x (x##x) in my specification.

Is there a way to make 'margin' estimate dPr(F)/dx, taking into account the functional relationship ?

Browsing the Stata archive did not help....and calculating by hand is probably rather unfeasible.

Thanks

Justina



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