Some off-list discussion with Kit Baum reveals a very compelling reason
for retaining -dprobit- as a documented command: it is *much* faster
than -mfx-.
An example with the toy auto dataset is below. -dprobit- is 30x faster.
I'm using IC Stata 10.1 and a nothing-special wintel desktop machine.
Kit made a very good point, which is that this suggests there is a good
case for asking StataCorp to tweak -mfx- so that it spots it is dealing
with -probit- and can do whatever it is that -dprobit- does to get the
marginal effects so much faster.
--Mark
. sysuse auto
(1978 Automobile Data)
.
. timer clear
. timer on 1
. forvalues i=1/100 {
2. qui dprobit foreign weight turn trunk mpg
3. }
. timer off 1
. timer list
1: 0.61 / 1 = 0.6100
.
. timer on 2
. forvalues i=1/100 {
2. qui probit foreign weight turn trunk mpg
3. qui mfx
4. }
. timer off 2
. timer list
1: 0.61 / 1 = 0.6100
2: 19.45 / 1 = 19.4530
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Maarten buis
> Sent: Friday, March 20, 2009 9:01 AM
> To: [email protected]
> Subject: Re: st: dprobit/nocons/mfx question
>
>
> --- On Thu, 19/3/09, Martin Weiss wrote:
> > How strong a case is there for the continued existence of
> > -dprobit-? Somehow, it creates more problems than it
> > solves...
>
> The case for keeping -dprobit- is a case for backward
> compatability, which is one of the strong points of Stata.
> To maintain backward compatability, you should be very
> careful about dropping a command. Basicly you should only
> do so if it gives truely wrong results, and that is not the
> case with -dprobit-. An altarnative to dropping the command
> would be to depreciate it to an undocumented command (see:
> -help undocumented-). That may not be a bad idea, but than
> again, I usually use -logit- rather than -probit- so I
> wouldn't notice anyhow.
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
>
>
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