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st: margeff and margins puzzle

From   Patrick Roland <>
Subject   st: margeff and margins puzzle
Date   Thu, 28 Jul 2011 16:35:37 -0700

Hi all,

Here's a piece of code which gives peculiar results. It's a simple probit.
"margeff" calculates the marginal effect to be exactly zero, whereas margins
(correctly) doesn't. The really puzzling thing is that if "set obs 1000" is
changed to "set obs 100", they give identical results, as they should!
Anyone have any idea what might be going on here?

set seed 1
set obs 1000
gen x0 = -.25
gen x1 = runiform()
gen eps = rnormal()
gen y = x0+x1+eps > 0
probit y x1
margins, dydx(*)
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