I downloaded margfx from
http://econpapers.hhs.se/software/bocbocode/s386404.htm
after someone on this list recommended it to me. Jonah B. Gelbach is the
author, but I thought someone might be familiar with it on this list.
I am familiar with mfx, but in my understanding it calculates dphi/dx
evaluated at a given x (with the average x as the default). I would call
the latter derivative the marginal average effect (MAE). I want the AME,
which is the average of all the dphi/dxs evaluated for each x in
e(sample). Are there any user-written programs that accomplish this?
DVM
On Tue, 10 Aug 2004, Christopher F Baum wrote:
> Dmitri wrote
>
> Could someone please explain why these two versions of margfx do not
> work?
> According to the help, they are equivalent, but I get a cryptic syntax
> error after the second.
>
> Margfx also sometimes gives the AME for a subset of the explanatory
> variables without any indication of why it dropped the others. The
> probit
> runs without dropping anything.
>
> If someone could explain this, I would be most grateful. This is my
> code:
>
> use auto, clear
> gen sex=round(uniform(),1) /* I wanted to add a binary var on RHS */
>
> /* Method 1 */
> margfx for*, contin(price mpg headroom) binary(sex) model(probit)
>
> /* Method 2 */
> probit for* price mpg headroom sex
> margfx, q
>
>
> According to findit margfx, margfx is neither a Stata command nor a
> user-contributed routine. Do you mean mfx? mfx runs just fine after
> the probit you specify. But I have no idea how you might do the "method
> 1" estimation (or where you got margfx).
>
> Kit
>
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Dimitriy V. Masterov
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