qi.ado: First differences for multinomial probit models in Stata

The Stata program -qi- (as in quantity of interest) uses simulations to compute marginal effects (specifically, first differences), similar to Clarify. This routine complements Clarify in two ways: Most importantly, it estimates first differences after multinomial probit estimation, which Clarify does not support. Secondly, it writes output directly to a csv-file, for easy post-processing (for example in R). The program is called with a single post-estimation command.

This program was used to estimate marginal effects for multinomial probit models in Macartan Humphreys and Jeremy M. Weinstein, "Who Fights? The Determinants of Participation in Civil War", American Journal of Political Science, 52(2), April 2008, 436-455.

Please read the header of the ado-file for additional information and syntax. Currently, -qi- will work after logit, mlogit, and mprobit. The program is not yet properly packaged, and it is computationally inefficient, so Clarify is preferred when it meets your needs. The function requires that the package -erepost- is installed if -qi- is used after -mprobit-.

To install, download qi.ado into your appropriate Stata ado-directory. Here is a simple usage example (read the header of the file for more):

mprobit y x z
qi using out.csv, q(x 0 1) replace