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From |
Christopher Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: mfx, molasses, and outreg |

Date |
Wed, 15 Jan 2003 06:57:41 -0500 |

On Wednesday, Jan 15, 2003, at 02:33 US/Eastern, statalist-digest wrote:

If you don't need standard errors for what mfx computes, use the 'nose' option, which makes it run much faster.My second regression is a tobit model with robust standard errors.From James Hardin's FAQ "How can I get robust standard errors for tobit"I learn that I should use the intreg command. This is fine, but then, in

order to obtain unconditional marginal effects I have to use the <mfx

compute> command. This causes two major problems: (i) mfx compute is

possibly the slowest thing I have ever met in Stata. In fact, as of

today, I have been unable to wait long enough for mfx to produce some

output (admittedly, I may not be patient enough...), and (ii) even if

willing to wait for mfx compute to stop torturing my hard drive, outreg

seems unable to make use of mfx output (please tell me I'm wrong).

My question: how can I bypass the use of mfx compute, and get intreg-

marginal effects available to outreg?

Here is a code fragment in which I add statistics generated by mfx to regression output (from newey) that I would like outreg to display:

newey2 rat`b'_sd Lwcvgdp infl rleadinc,lag(4)

estimates hold col2,copy

mfx compute, eyex

mat nu = e(Xmfx_eyex)

local eta = nu[1,1]

mat nuse = e(Xmfx_se_eyex)

local etase = nuse[1,1]

estimates unhold col2

outreg using gtable`table', merge se 3aster bracket /*

*/ addstat("$\hat{\eta}$",`eta', "s.e.",`etase')

Note that one has to be careful with e(), since outreg is looking for e(), but mfx will save results in e() as well. Thus the need for holding and unholding the regression estimates. I also found the copy option on estiimates hold to be essential in this context.

Kit

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