Can -parmest- create a dataset with marginal effects and associated
standard errors, etc.? If this is not possible what other package
could I use for this purpose?
I presume that Friedrich is planning to use -mfx- to estimate marginal
effects and elasticities. If you use -parmest- after using -mfx- after
using an estimation command, then -parmest- will create a resultsset
containing the original model parameters, not the marginal effects and/or
elasticities. To create a resultsset with 1 observation for each marginal
effect or elasticity, I think Friedrich's best strategy is to use -svmat-
to convert the e() matrices returned by -mfx- into variables containing the
estimates and standard errors, and then to use -parmcip- (which is part of
the SSC package -metaparm-) to add variables containing the confidence
limits and P-values.
