Dear statalist,
I tried to send the same mail but it does never arrive to the list. I hope this one does.
I solved my doubt this weekend, but it still remains one. I want to calculate the marginal effects for the observed censored variable "y*" in xttobit (not the latent variable, "y". In the manual "y*" also refers to the observed variable and "y" to the latent, doesn't it?). I can work with the conditional or unconditional expectation. The variable y* is censored at zero.
To calculate marginal effects using E(y* |x, y*>0) (and assuming u_i=0), I type
"mfx compute, predict(ystar0(0,.))"
To calculate E(y* |x) (u_i=0), I type
"mfx compute, predict(ystar0(.,.))". However, this latter option gives me the same coefficients as the ones in the result of xttobit, which are the ones for the latent variable. Wouldn't be the coefficients I should obtain with this command the result of multiplying the betas of the xttobit by the normprob(x*beta)?
Thanks a lot in advance for any hint you could give me. It will be much welcomed.
Sincerely,
Marina Balboa
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http://www.latinmail.com. Gratuito, latino y en espaņol.
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