sysuse auto, clear sum price local price_mean = r(mean) sum mpg local mpg_mean = r(mean) **************************** Code replicating margins atmeans logit foreign price mpg local delta = .1 local p1 = 1/(1 + exp( - ( _b[_cons] + _b[price]*`price_mean' + _b[mpg]*`mpg_mean') )) local p2 = 1/(1 + exp( - ( _b[_cons] + _b[price]*`price_mean' + _b[mpg]*(`mpg_mean'+`delta')))) di "Derivative of foreign wrt mpg calculated by hand at means: " (`p2' - `p1')/`delta' margins, dydx(mpg) atmeans **************************** Code replicating margins at specific value logit foreign price mpg local p1 = 1/(1 + exp( - ( _b[_cons] + _b[price]*1000 + _b[mpg]*20) )) local p2 = 1/(1 + exp( - ( _b[_cons] + _b[price]*1000 + _b[mpg]*(20+`delta')))) di "Derivative of foreign wrt mpg calculated by hand at mpg=20 and price=1000: " (`p2' - `p1')/`delta' margins, dydx(mpg) at(mpg=20 price=1000) **************************** Code replicating average marginal effect keep if _n==1 local delta = .000001 local price1 = price[1] local mpg1 = mpg[1] local p1 = 1/(1 + exp( - ( _b[_cons] + _b[price]*`price1' + _b[mpg]*`mpg1') )) local p2 = 1/(1 + exp( - ( _b[_cons] + _b[price]*`price1' + _b[mpg]*(`mpg1'+`delta')))) di "Derivative of foreign wrt mpg calculated by hand at first observation: " (`p2' - `p1')/`delta' margins, dydx(mpg)