* Example: We want to contrast a full model that
* includes both cd4 and cd8 with a constrained model
* that only has cd8We do NOT use the usual procedure;
* instead we include both variables in both models, but
* in the 2nd model we constrain the effect of cd4 = 0.
webuse hiv1, clear
tab1 hiv
firthlogit hiv cd4 cd8
estimates store Full
constraint 1 cd4 = 0
firthlogit hiv cd4 cd8, constraint(1)
estimates store Constrained
lrtest Full Constrained

* Use margins and mcp with the equivalent of pr option
est restore Full
margins , dydx(*) expression(invlogit(predict(xb)))
mcp cd4, margopts(expression(invlogit(predict(xb))))