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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   Stata 7: When do I need to specify the nonlinear option with mfx?
Author Ronna Cong, StataCorp
Date May 2001

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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