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st: predictnl after mprobit estimation

From   Gerald Manthalu <>
To   Statalist <>
Subject   st: predictnl after mprobit estimation
Date   Thu, 7 Feb 2013 22:43:06 +0000

Hi Statalist,
I am estimating a multinomial probit “difference-in-differences” model as follows:
 mprobit y x1 x2 x1*x2 x3
y is the dependent variable and has five outcomes, x1 is a time dummy (0 before, 1 after), x2 is a treatment group dummy (1 treated, 0 non-treated), x1*x2 is an interaction and x3 a vector of other regressors. I am assuming that the treatment affects the probabilities of the five outcomes in y for an individual. I then want to use predictnl to predict the treatment effect along the lines of 

norm(beta1+beta2+beta12+beta3*x3)- norm(beta1+beta2+beta3*x3) in the case of the probit model (Puhani, 2012).
The problem I have is to derive the cross differences of the mprobit function with respect to x1 and x2 to use with predictnl as in the formula above. I wonder if someone can help with this or give other ideas.
Gerald Manthalu
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