Dear statalist,
in relation to the question posted about xttobit, Scott had the answer. Now,
I would like to be sure about just one thing. In the Tobit model, you could
be interested in the following marginal effects:
1)
2)
3)
where y* is the latent variable and y is the censored variable. I just have
two questions:
i) Are the coefficients that Stata gives in xttobit the ones numbered as 1?
(the marginal effect of the latent variable). I suppose it is this way. If
this were true, I could calculate 2 and 3 from 1 by hand.
ii) Is there any other way to obtain 2 and 3 directly without doing by had?
(mfx compute?)
Thank you to all,
> Thanks Scott!
> > Hello!
> >
> > I would be so happy if someone could help me. I am estimating a tobit
> panel data model and I would like to know if it is possible to calculate
> marginal effects in xttobit.
> >
> > Thanks in advance.
> >
> > Paula Garcia
> >
>
> Yes, take a look at -mfx compute-
>
> With it you can calculate the margin effects of the probability of being
> uncensored, conditional on being uncensored, and the unconditional
expected
> value.
>
>
> Hope this helps,
> Scott
>