April,
I can't answer your question about differences between SAS and Stata results but, as for whether you need SAS/ETS to calculate marginal effects, take a look at the example comparing qlim and logistic:
http://support.sas.com/kb/25/007.html
HTH,
Art
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> Hi there,
> 
> I am currently working on a project which requires me
> to calculate marginal effects. I choose probit model
> because most variables are categorical variables. I
> also created dummy variables for all the categorical
> variables. However, it seems the result is not
> good(different from the results generated by
> collegues using stata). I do not think there should
> be any differences. 
> 
> Basically, I am using doing it in this way:
>    proc qlim data=greenedata;
>    model grade = gpa tuce psi / discrete(d=probit);
>    output out=outme marginal;
> run;
>    quit;
> s the function of calculating marginal effects only
> available in SAS/ETS but not in SAS base?
> 
> Thank you guys!
> 
> April