AW: st: RE: mfx 2 command

["Martin Weiss" <martin.weiss1@gmx.de>]

<> 

" Thanks to Dr. Martin for filling in for me!  "



Note the "Dr." was dropped to comply with list etiquette...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Richard
Williams
Gesendet: Mittwoch, 11. August 2010 01:58
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: RE: mfx 2 command

Thanks to Dr. Martin for filling in for me!  I'll just add that (1) 
-margeff-, also available from SSC, is often faster than -mfx2- (but 
-margeff- does not support as many programs), and (2), as noted in 
the help file for -mfx2-, "only the standard errors of the marginal 
effects are correct, hence use of commands like test may produce 
incorrect results." Of course, there is also the new -margins- 
command, but I am not sure if it provides the same convenience with 
multiple-outcome commands like -ologit- that -mfx2- and -margeff- provide.


At 01:25 PM 8/10/2010, Martin Weiss wrote:

><>
>
>***********
>u http://www.indiana.edu/~jslsoc/stata/spex_data/ordwarm2.dta, clear
>ologit warm yr89 male white age ed prst
>mfx2
>eret li
>mat l e(mfx_b_dydx)
>mat l e(mfx_se_dydx)
>***********
>
>
>HTH
>Martin
>
>
>-----Original Message-----
>From: owner-statalist@hsphsun2.harvard.edu 
>[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Laura Cyron
>Sent: Dienstag, 10. August 2010 20:20
>To: statalist@hsphsun2.harvard.edu
>Subject: st: mfx 2 command
>
>Hello everyone,
>
>I was wondering whether anyone could tell me how the -mfx2- command saves
its
>marginal effects and the respective standard errors.
>The -mfx- command does it in e(Xmfx_dydx) and e(Xmfx_se_dydx).
>I'd like to directly include the matrices in a routine but my 
>results come from
>a mprobit estimation and am using -mfx2- as mentioned above.
>Reading ado-files is sadly not one of my strength and I cannot deduce from
it
>how the matrices storing the marginal effects and standard errors might be
>called. I would greatly appreciate you input.
>
>Thanks a lot,
>
>Laura
>
>
>
>
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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