Dmitriy V. Masterov replied to Kit Baum:
> I am familiar with mfx, but in my understanding it calculates dphi/dx
> evaluated at a given x (with the average x as the default). I would call
> the latter derivative the marginal average effect (MAE). I want the AME,
> which is the average of all the dphi/dxs evaluated for each x in
> e(sample). Are there any user-written programs that accomplish this?
I suspect Tamus Bartus' -margin- is what you're looking for, downloadable
from SSC, thus from the help file:
margin calculates average marginal effects, and standard errors for marginal
effects using the delta method. Rather than computing marginal effects at
the means of the variables, or at values specified by the user, margin
calculates the average of partial and discrete changes over the
observations. Calculations are restricted to the estimation sample.
I hope this helps.
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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