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st: Marginal effects for IVTOBIT


From   Catalina Amuedo Dorantes <camuedod@mail.sdsu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Marginal effects for IVTOBIT
Date   Thu, 24 Feb 2005 16:00:01 -0800

Dear members of the Statalist:

I am interested in using the IVTOBIT command in Stata. I was wondering if any of you know how to derive the marginal effects conditional on being uncensored and the probability of being uncensored following the IVTOBIT command. I noted from looking at the IVPROBIT and DIVPROBIT commands that the latter uses the same formula of the DPROBIT command. However, Wooldridge (Panel Data book, p. 530-532) points out that using the twostep estimator of Newey (as used in -ivtobit-) to get the marginal effects is incorrect. Are any of you aware of how big of a problem is it to use the Newey estimator over the ML one?

Thanks!
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