use https://www3.nd.edu/~rwilliam/statafiles/401kpart, clear codebook prate mrate ltotemp age sole, compact fracglm prate mrate ltotemp age i.sole, het(mrate ltotemp age i.sole) link(p) test [lnsigma] margins , dydx(*) mcp mrate, at1(0 (.05) 2) fracglm prate mrate ltotemp age i.sole, link(p) margins, dydx(*) use https://www3.nd.edu/~rwilliam/statafiles/401kpart, clear fracreg probit prate mrate ltotemp age i.sole, het(mrate ltotemp age i.sole) nolog fracreg probit prate mrate ltotemp age i.sole, nolog glm prate mrate ltotemp age i.sole, vce(robust) link(p) family(binomial) nolog zoib prate mrate ltotemp age i.sole, oneinflate( mrate ltotemp age i.sole) use https://www3.nd.edu/~rwilliam/statafiles/401kpart, clear cmp setup cmp (prate = mrate ltotemp i.sole age) (age= mrate ltotemp i.sole agesq), ind($cmp_frac $cmp_cont) * Test only the first equation, since that is what fracivp does test [prate] fracivp prate mrate ltotemp i.sole (age=agesq), vce(robust) nolog