[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Austin Nichols" <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Tobit coefficients |

Date |
Thu, 26 Jul 2007 21:59:52 -0400 |

Vitor <vfgate-demog@yahoo.com.br>: -prvalue- is some user-written code, I guess (http://www.indiana.edu/~jslsoc/spost.htm)? I'm not quite sure what standard error you want--but it seems plain that -mfx- has nothing to do with it. You can use the formulas in May's email mechanically to plug into -nlcom- and get a point estimate and SE on anything, I suppose. However, the estimate of y conditional on y>0 (and its SE) and X equal to the sample mean of X need not *mean* anything in particular--the mean of X could even be an infeasible value for X, so not a particularly interesting point at which to calculate predictions. More interesting is to calculate predictions at every observed value of X. That said, try this on for size [aside: can anyone give an easier method?]: clear sysuse auto replace mpg=mpg-20 version 7 tobit mpg len, ll(0) predict xb,xb predict y, ystar(0,.) la var y "E(y|x) unconditional expected y" predict e, e(0,.) la var e "E(y|x,y>0) conditional on y being uncensored, from predict" predict p, pr(0,.) la var p "E(y>0) probability uncensored" gen m_e=xb+_b[_se]*normden((0-xb)/_b[_se])/norm(-((0-xb)/_b[_se])) la var m_e "E(y) conditional on y being uncensored, manual calc" su e m_e su len, meanonly loc v=r(mean) local xb="(`v'*_b[len]+_b[_cons])" di "Estimate of E(y|x=E(X),y>0) and its SE" nlcom `xb'+_b[_se]*normden((-`xb')/_b[_se])/norm((`xb')/_b[_se]) di "Now get SE for two types of predictions for each obs:" predict stdp, stdp g hixb=xb+1.96*stdp g loxb=xb-1.96*stdp g se=. loc n=_N qui { forv i=1/`n' { su len in `i', meanonly loc v=r(mean) local xb="(`v'*_b[len]+_b[_cons])" nlcom `xb'+_b[_se]*normden((-`xb')/_b[_se])/norm((`xb')/_b[_se]) mat v=r(V) replace se=sqrt(v[1,1]) in `i' } } g hie=e+1.96*se g loe=e-1.96*se version 8.2 sort len tw rarea hixb loxb len || scatter xb len, yli(0) c(l) name(xb) tw rarea hie loe len || scatter e len, yli(0) c(l) name(e) gr combine xb e, ycommon On 7/26/07, vfgate-demog@yahoo.com.br <vfgate-demog@yahoo.com.br> wrote: 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?!.. ----- Original Message ----- From: May Boggess <mboggess@stata.com> 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 version 7 tobit mpg len, ll(0) predict xb,xb predict y, ystar(0,.) la var y "Unconditional Expected Value" predict e, e(0,.) la var e "Conditional on being Uncensored" predict p, pr(0,.) la var p "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 * * 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:*<vfgate-demog@yahoo.com.br>

**References**:**Re: st: RE: Tobit coefficients***From:*<vfgate-demog@yahoo.com.br>

- Prev by Date:
**st: ARIMA ERROR MESSAGE - HOW DO I CORRECT THE PROBLEM?** - Next by Date:
**Re: st: ARIMA ERROR MESSAGE - HOW DO I CORRECT THE PROBLEM?** - Previous by thread:
**Re: st: RE: Tobit coefficients** - Next by thread:
**Re: st: RE: Tobit coefficients** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |