In Stata 16, is there a way to report the variable value labels instead of the default output from Stata's margins command when using the dydx option?

For example, when using margins, without the dydx(), the output uses the value labels for sex:

Code:
clear
use http://www.stata-press.com/data/r14/margex
regress y i.sex i.group
margins sex
However, when using dydx() the value labels are gone:

Code:
 margins, dydx(sex) at (group = (1 2 3))
I couldn't find any option to set in margins that would force this. It didn't seem like 3rd-party reporting commands like esttab would accomplish this either. Any help would be greatly appreciated.