Hello,

Is anyone aware of changes Stata has made from v14 to v15 in terms of post-estimation (margins command) after running mlogit? The SEs for the estimated marginal effects change when I run the exact same code on Stata 14 and 15. The point estimates don't change.

To be specific, I'm estimating the marginal effects of different time periods after running mlogit where the response has 4 levels. In Stata 14, the SEs for the marginal effects consistently jump up and down in an orderly fashion and as a result my confidence intervals do this:

Time period #1: larger SE --> wide interval
Time period #2: shorter SE --> short interval
Time period #3: larger SE --> wide interval
Time period#4: shorter SE --> short interval
...

It is a very obvious pattern, and can't be correct. The N's time periods are similar. When I run the exact same code in Stata 15, this issue appears to be fixed.

Here is some skeleton code:

Step 1: Run mlogit (SEs in this output look fine)
Code:
 mlogit response i.t#treatment controls [pw=weight], cluster(clusters) robust
Step 2: Run margins (SEs in this output exhibit alternating pattern in Stata 14, not Stata 15)
Code:
 margins t if treatment==1 & e(sample)==1, at(treatment=(0 1))
Any hints would be greatly appreciated.

Thanks!
Alex