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Re: st: Rescaling with mfx

From   May Boggess <>
Subject   Re: st: Rescaling with mfx
Date   02 Sep 2004 12:35:24 -0500

On Thursday, Friedrich Huebler wrote:

> I ran a bivariate probit regression and then tried to calculate
> marginal effects with the command -mfx, predict(pmarg1)-. This
> resulted in the following message:
>   warning: derivative missing; try rescaling variable age
Friedrich wne t on to say that rescaling age didn't help his problem,
but after using the -tracelvl()- option, he experimented by rescaling a
different variable, and that did solve his problem. 

So, why did -mfx- suggest rescaling age? Well, it is difficult for
-mfx- to tell where the real source of the problem lies. If you are
trying to differentiate dy/d(age) with respect to the coefficient of,
say, weight, is it age that is the problem or weight? So, the error
message is just -mfx-'s estimate of the variable most likely to be
causing the trouble.

However, it is heartening that by using -tracelvl()- Friedrich was able
to find the source of the problem and cure it. This type of detective
work is exactly the reason why the options -tracelvl()- and
-diagnostics()- were added in the March 2004 update.

If Friedrich is still curious about why -mfx- chose age for his
particualr dataset and model, I'd be happy to take a look at it. He can
send it to me through Stata Technical Support at

In answer to Friedrich's second question, SE and Intercooled use the
same code, so you will get the same behaviour in both flavors.


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