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?
||Stata 7: When do I need to specify the nonlinear option with mfx?
Ronna Cong, StataCorp
More than likely, you do not need to specify the nonlinear
an official Stata estimation command, because
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,
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