IV Probit-Newey's two step method, margins

[Salman Ikram]

I am running an IV-probit model, with a binary dependent variable and a binary endogenous variable. As such I am using the Newey's two step method instead of MLE.
I run the following command-

ivprobit working_status married male age agesq household_head urban i.education_qualification i.province lntotalincome1 (remittances1=sharexmigrant) , twostep
where sharexmigrant is my instrument

Thereafter, I wish to run the margins but the "margins, dydx (*) atmeans post" command does not work with two step method.
The margins, dydx(*) atmeans post gives the coefficients of the iv-probit itself.
margins, dydx(*) predict(pr) post does not work with the two step estimation method.

Is there a way to calculate margins after IV-probit, two step ?
Any help would be appreciated.

Regards
Salman

[Andrew Musau]

Why not just use the maximum likelihood estimator if you need the average structural function probabilities? Or if you want, you can report the two-step estimates as they would not differ much from the MLE estimates and add a note that "the average structural function probabilities are computed after estimation using maximum likelihood".