st: mfx & postfile

[Dimitri Szerman <dimitrijoe@gmail.com>]

Hello,

I am trying to run many probit regressions and post the marginal
effects/standard errors to a new file. Here's what I am (within a
loop) trying to do:

/****************************************/

postfile `temname' mex1 mex2 sex1 sex2 using myfile.dta, replace

probit y x1 x2
mfx

post `temname' $exp
postclose `temname'

/****************************************/

My question is: what should be in Sexp? mfx returns matrices e(Xmfx_dydx)
and e(Xmfx_se_dydx) with the marginal effects and standard errors. I don't
know how to access them in this context. For example, if instead I was
using

/***************/
regress y x1 x2
/***************/

then $exp would simply be

/***************/
global $exp (_b[x1]) (_b[x2]) (_se[x1]) (_se[x2])
/***************/

but with mfx (or margin) I can't access the marginal effects/std errors so
easily.

I could also use margins, as I am running Stata 11. Any help is much
appreciated.

Thanks,
Dimitri

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