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st: margins atmeans for discrete changes

From   Manos Mentzakis <>
Subject   st: margins atmeans for discrete changes
Date   Mon, 4 Feb 2013 18:03:02 +0000

Dear all,

I have a 3-level categorical variable and depending on whether it is
specified as -i.levels- or -i.level2  i.level3- margins gives slightly
different values. My manual calculation and mfx agree with the second
specification. Could anyone point out what exactly is the difference
in the marginal effect calculation?

Thank you


sysuse nlsw88.dta, clear
drop if occupation>3 | occupation==. | union==.
tab occupation,g(oc)
probit union i.occupation
margins, dydx(*) atmeans
probit union i.oc2 i.oc3
margins, dydx(*) atmeans
probit union oc2 oc3
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