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This FAQ is for users of Stata 7. It is not relevant for Stata 8.
Stata 7: When do I need to specify the nonlinear option with mfx?
| Title |
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Stata 7: When do I need to specify the nonlinear option with mfx? |
| Author |
Ronna Cong, StataCorp
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| Date |
May 2001
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More than likely, you do not need to specify the nonlinear option after
an official Stata estimation command, because
mfx is smart enough to
determine whether F(x) meets the linear-form restriction. For user-written
estimation commands, if you are not sure whether y is in linear form,
specifying nonlinear is always a safe choice. However, nonlinear
methods take much longer than linear methods. For the definition of
the linear-form restriction, please refer to [R] mfx.
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