st: standard errors from -mfx- without resorting to -force-

[Partha Deb <partha.deb@hunter.cuny.edu>]

Hi,

I have a model for which -mfx- does not report standard errors without the 
,force option.  I think I understand why from reading the online FAQ, but then 
I'm puzzled as to how -treatreg- gets around this issue.  An alternative 
solution here would be to apply ,force, but that seems so inelegant.  Any 
insights would be greatly appreciated.  Thanks a lot.

Details of the problem next (with apologies for its length).

I have a nonlinear model with an endogenous regressor that is specified as

y1 = g(x,y2,e)
y2 = f(x,u)
E(e.u) ne 0

A ML algorithm is implemented using -ml- using the following syntax:

	ml model d2 myfunc_lf (`lhs': `lhs' = `rhs' `tlhs') ///
	(`tlhs': `tlhs' = `trhs')

I also have a myfunc_p routine that calculates E(y1)=g(x,y2)

When I apply -mfx-, I get marginal effects, but no standard errors.  My guess 
is this is because tlhs, the dependent variable in the second equation is a 
regressor in the first.  When -mfx- checks for appropriateness, it sets "all 
dependent variables to zero" and this causes the marginal effect w.r.t. x change.

-treatreg- is specified using

	ml model lf treat_ll					/*
		*/ (`depn': `dep' = `ind' `trtdep', `nc')	/*
		*/ (`trtdepn': `trtdep' = `trtind', `trtnc')	/*

which looks like my -ml model-.  But here, -mfx- gives marginal effects and 
standard errors.  Why?  Am I missing a trick in treatr_p?

cheers,

Partha


--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

Emancipate yourselves from mental slavery
None but ourselves can free our minds.
	- Bob Marley

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