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st: margin vs mfx


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: margin vs mfx
Date   Fri, 23 Sep 2011 14:52:04 -0400

Dear Stata listers,
I was checking some of my old program files which im trying to update,
and found one issue I hope someone can help me with.
The problem is that When I run the old program -dprobit- the marginal
results reported there are identical to the ones obtain using -mfx-
after a probit model.
However, when I apply the margin command, i cant obtain the same
results. they are similar, but not the same.
for instance see the following results:
Here is an example of the differences im finding:

 sysuse auto
 help dprobit
 generate goodplus = rep78 >= 4 if rep78 < .
 dprobit foreign mpg goodplus

Probit regression, reporting marginal effects           Number of obs =     69
LR chi2(2)    =  30.92
Prob > chi2   = 0.0000
Log likelihood = -26.942114                             Pseudo R2     = 0.3646

foreign           dF/dx      Std. Err.      z    P>z     x-bar  [
95% C.I.   ]

mpg           .0249187   .0110853     2.30   0.022   21.2899   .003192  .046646
goodplus*   .4740077   .1114816     3.81   0.000    .42029   .255508  .692508

obs. P    .3043478
pred. P    .2286624  (at x-bar)

(*) dF/dx is for discrete change of dummy variable from 0 to 1
z and P>z correspond to the test of the underlying coefficient being 0

probit foreign mpg goodplus

*results

mfx

Marginal effects after probit
y  = Pr(foreign) (predict)
=  .22866238

variable       dy/dx    Std. Err.     z    P>z  [    95% C.I.   ]      X

mpg           .0249187      .01109    2.25   0.025   .003192  .046646   21.2899
goodplus*   .4740077      .11148    4.25   0.000   .255508  .692508    .42029

(*) dy/dx is for discrete change of dummy variable from 0 to 1

 margins, dydx(*) atmeans

Conditional marginal effects                      Number of obs   =         69
Model VCE    : OIM

Expression   : Pr(foreign), predict()
dy/dx w.r.t. : mpg goodplus
at           : mpg             =    21.28986 (mean)
goodplus        =    .4202899 (mean)


Delta-method
dy/dx   Std. Err.      z    P>z     [95% Conf. Interval]

mpg             .0249187   .0110854     2.25   0.025     .0031918    .0466455
goodplus      .46276       .1187437     3.90   0.000     .2300267    .6954933

Is there anyway to obtain the same results?
I know this must be an old issue, but cant seem to find references to this.
Thanks in advance.
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