|Title||Stata 7: When do I need to specify the nonlinear option with mfx?|
|Author||Ronna Cong, StataCorp|
More than likely, you do not need to specify the nonlinear option after an official Stata estimation command, because mfx is smart enough to determine whether F(x) meets the linear-form restriction. For community-contributed estimation commands, if you are not sure whether y is in linear form, specifying nonlinear is always a safe choice. However, nonlinear methods take much longer than linear methods. For the definition of the linear-form restriction, please refer to [R] mfx.