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Re: st: dtobit and tobcm in Stata 9


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: dtobit and tobcm in Stata 9
Date   Thu, 09 Jun 2005 19:52:03 -0500

At 07:14 AM 6/8/2005 -0700, Alejandro Lopez-Feldman wrote:

Dear all,

I have tried to use dtobit and tobcm in Stata 9 but I get back the warning

[_se] not found

I guess something changed from 8 to 9 in the way in which standard errors
are saved after tobit... I can get it to work if I set the version to 8.2
but I was wondering if the authors of these ado files are on the list and
if they are aware of the problem.
This little tidbit from the online help for -version- clarifies what the problem is. If you set version to earlier than 9, then

"Commands tobit and cnreg revert to pre-Stata 9 logic in how e(b) and e(V) are stored. Results were stored in a single equation containing both coefficients and the ancillary variance parameter."

Similarly, the help says

"Commands ologit and oprobit revert to pre-Stata 9 logic in how e(b) and e(V) are stored. Results were stored in two equations, with all cut points stored in the second."

Ergo, user-written post-estimation commands for -tobit-, -cnreg-, -ologit- and -oprobit- may be broken now. You either need to use version control when running -tobit-, etc., or else the user-written commands have to be updated. Or, you could maybe write a utility to rewrite e(b) and e(V) back into Stata 8 format.

Again, I wonder what was gained by reformatting e(b) and e(V) in Stata 9, but I suppose there was a reason for it.


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Richard Williams, Notre Dame Dept of Sociology
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