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| 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 community-contributed 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.
