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From |
<vfgate-demog@yahoo.com.br> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Tobit coefficients |

Date |
Thu, 26 Jul 2007 20:27:40 -0300 (ART) |

Hi all, I have a problem estimating predicted values that is somehow related to the messages fro Lisa and May below. I estimated I tobit model and I want E(y|x,y>0) conditional on vector x on its mean values. After reading the messages below I understand that the following command gives me what I want: mfx compute, predict(e(0,.)) (It also gives me the marginal effects, but I don't need them) My problem is that mfx does not give me the Standard Error of E(y|x,y>0). And I need this. I have tried the prvalue command. Simply typing "prvalue", with no options", it gives me the predicted value and a confidence interval, which would be enough. But what prvalue estimate is E(y|x), and not E(y|x,y>0). Does anyone know how to make prvalue estimate E(y|x,y>0) after a Tobit model, rather than E(y|x)? Or is there another way to do what I want? Or am I getting it all wrong from the beginning and my question makes no sense at all?!.. Thanks in advance, Vitor ----- Original Message ----- From: May Boggess <mboggess@stata.com> To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: Tobit coefficients Date: 03 Jan 2005 16:57:24 -0600 On Monday, Lisa wrote: > For the following command: > > tobit facil4p $demo5, ll(0); > mfx compute, predict(e(0,.)); > > does this give marginal effects in terms of > > 1) E(y|x,y>0) > > OR > > 2) E(y|x) = P(y>0) * E(y|x,y>0) > > If it is (1) (which I am pretty sure that it is) could someone please > tell me how to specify (2) in STATA. > It gives (1). Here is an example that shows how the various predictions available after -tobit- are calculated: clear sysuse auto replace mpg=mpg-20 tobit mpg len, ll(0) predict xb,xb predict y, ystar(0,.) /* Unconditional Expected Value */ predict e, e(0,.) /* Conditional on being Uncensored */ predict p, pr(0,.) /* Probability Uncensored */ gen myy = p*e sum y myy gen mye = xb + _b[_se]*normden((0-xb)/_b[_se])/p sum e mye gen myp = norm(-((0-xb)/_b[_se])) sum p myp This shows that ystar is the function Lisa is looking for in (2). That means she can calculate the marginal effect, and its standard error, as follows: mfx, predict(ystar(0,.)) --May mmb@stata.com Alertas do Yahoo! Mail em seu celular. Saiba mais em http://br.mobile.yahoo.com/mailalertas/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: Tobit coefficients***From:*"Austin Nichols" <austinnichols@gmail.com>

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