Re: st: RE: mfx algorithsm for standard error

["Mike Will" <mystata@hotmail.com>]

Thanks, Nick.

I have checked into mfx using findit mfx and couldn't get much out of it.  
Most of the explanations are too short and didn't even touch upon the 
standard errors of marginal effects.  Any more inputs from those who wrote 
it or some other good references talking about the standard errors 
especially for the nonlinear options?  Appreciate it.

Mike



> From: "Nick Cox" <n.j.cox@durham.ac.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: RE: mfx algorithsm for standard error
> Date: Mon, 2 Sep 2002 15:57:46 +0100
>
> Mike Will
> >
> > I am rather confused with the way that mfx calculates
> > standard errors
> > (confidence interval) for marginal effects, especially for
> > the nonlinear
> > ones (like predicted probabilities).  I couln't get very
> > explicit formula
> > from the help file, or the ado file per se.  Any input?
>
> In addition to [R] mfx, there is a bunch of FAQs
> on the Stata website.
>
> . findit mfx
>
> Nick
> n.j.cox@durham.ac.uk
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