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st: Calculation of the marginal effects in multinomial logit


From   [email protected]
To   [email protected]
Subject   st: Calculation of the marginal effects in multinomial logit
Date   27 Dec 2006 00:17:15 -0600

Dear Listers,
I am trying to calculate the marginal effects at every observation for a multinomial logit model. As I understood, the mfx command in STATA calculates the marginal effect at the mean of the independent variables, which is not correct for multinomial logit models since marginal effects are nonlinear in the independent variables. So I have two questions:

1. Is there an easy way to make mfx to calculate the marginal effect at each observation instead of manually entering the values for each observation?

2. Is there an easy way to calculate the standard errors of the marginal effects?

Any help would be appreciated. Thanks!

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