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st: Calculation of the marginal effects in multinomial logit
Dear Listers,
I am trying to calculate the marginal effects at every observation for a
multinomial logit model. As I understood, the mfx command in STATA
calculates the marginal effect at the mean of the independent variables,
which is not correct for multinomial logit models since marginal effects
are nonlinear in the independent variables. So I have two questions:
1. Is there an easy way to make mfx to calculate the marginal effect at
each observation instead of manually entering the values for each
observation?
2. Is there an easy way to calculate the standard errors of the marginal
effects?
Any help would be appreciated. Thanks!
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