re: st: dprobit/nocons/mfx question

[Kit Baum <baum@bc.edu>]

<>	
Martin said

Could the benefits of faster marginal effects be made available to  
avid -logit- users such as Maarten via a, tentatively named -dlogit-?  
That would restore the symmetry in my view...


I don't like this idea. Presumably StataCorp designed a general- 
purpose marginal effects routine in order to avoid having a separate  
marginal-effects command for each and every command that might benefit  
from one. IMHO it would be a step backward to move in the latter  
direction. I agree that -mfx- ought to be able to calculate AMEs, as  
does the admirable -margeff- of Bartus, and I feel strongly that  
something needs be done about the lamentable speed penalty of -mfx-.  
But I imagine that StataCorp developers' time could be better spent  
working on that than creating special-purpose commands (a la official - 
dprobit- or unofficial -dtobit-) that sidesteps mfx. One very nice  
thing about -mfx- is that it leaves stuff behind in perfectly  
predictable places, no matter what estimation command preceded it.  
That makes it easier to work with its results downstream, incorporate  
them into tables, etc.

A cursory glance (viewsource mfx.ado) indicates that -mfx- does its  
work by preserving, dropping, and restoring the dataset. I suspect  
that is the cause of a bit performance hit; -dprobit- does not do that  
(although -margeff- does, if I'm not mistaken). My guess is that with  
judicious use of Mata code, that could be avoided and calculations  
sped up as well.

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html



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