[Gretl-users] Logit: Conditional marginal effects+S.E.

Dear all, I am just preparing lecture notes for Logit exercises. STATA is the default software used in teaching. However, usually I also provide gretl examples to the students. I want to compute the conditional marginal effects of x on the binary variable y over a range of x-values; not just at the mean. For this I am using Allin's "lp-mfx" function -- which works just fine -- in a loop (see the example below). However, is there is an easy way (without manipulating Allin's package) to replicate Stata's marginsplot() command which also reports confidence intervals? See here: http://www.ats.ucla.edu/stat/stata/faq/margins_graph12.htm Thanks, Artur <hansl> set echo off set messages off open keane.gdt -q include lp-mfx.gfn logit manuf const lwage #bundle b = binary_mfx(lwage, $xlist, $coeff, $vcv, $sample,1) #lp_mfx_print(&b) matrix xeduc = seq(0,max(educ),1)' matrix x = ones(rows(xeduc),1)~xeduc matrix dp_dx = zeros(rows(x),1) loop i=1..rows(x) -q dp_dx[i] = binary_dp_dx($coeff, $xlist, x[i,], 1) endloop matrix mplot = dp_dx ~ xeduc gnuplot 1 2 --matrix=mplot --with-lines --fit=none --output=display \ { set arrow from 50,graph(0,0) to 50,graph(1,1) nohead ; \ set title 'Conditional marginal effects of lwage' ; \ set ylabel 'Effects on Pr(manuf)' ; \ set xlabel 'lwage'; } </hansl>