Re: st: RE: mfx 2 command

[Richard Williams <richardwilliams.ndu@gmail.com>]

Thanks to Dr. Martin for filling in for me!  I'll just add that (1) 
-margeff-, also available from SSC, is often faster than -mfx2- (but 
-margeff- does not support as many programs), and (2), as noted in 
the help file for -mfx2-, "only the standard errors of the marginal 
effects are correct, hence use of commands like test may produce 
incorrect results." Of course, there is also the new -margins- 
command, but I am not sure if it provides the same convenience with 
multiple-outcome commands like -ologit- that -mfx2- and -margeff- provide.


At 01:25 PM 8/10/2010, Martin Weiss wrote:

> <>
>
> ***********
> u http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta, clear
> ologit warm yr89 male white age ed prst
> mfx2
> eret li
> mat l e(mfx_b_dydx)
> mat l e(mfx_se_dydx)
> ***********
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Laura Cyron
> Sent: Dienstag, 10. August 2010 20:20
> To: statalist@hsphsun2.harvard.edu
> Subject: st: mfx 2 command
>
> Hello everyone,
>
> I was wondering whether anyone could tell me how the -mfx2- command saves its
> marginal effects and the respective standard errors.
> The -mfx- command does it in e(Xmfx_dydx) and e(Xmfx_se_dydx).
> I'd like to directly include the matrices in a routine but my 
> results come from
> a mprobit estimation and am using -mfx2- as mentioned above.
> Reading ado-files is sadly not one of my strength and I cannot deduce from it
> how the matrices storing the marginal effects and standard errors might be
> called. I would greatly appreciate you input.
>
> Thanks a lot,
>
> Laura
>
>
>
>
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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