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st: Re:tobit model robust standard errors and marginal effects


From   "Zou Hong" <hzou@ln.edu.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re:tobit model robust standard errors and marginal effects
Date   Wed, 8 Aug 2007 09:35:17 +0800

Dear All,

I want to report the results from estimating a Tobit model (left censored at zero) using robust standard errors and marginal effects (which by default are evaluated at the sample mean of variables).

I have done a search and found that somebody suggesting using "intreg" to get the robust standard errors and p-values. For marginal effects, somebody suggested using dtobit, dtobit2 and/or mfx. However, it seems these routines do not allow for the use of robust standard errors.

I wonder how I can report a Tobit model using robust standard errors and marginal effects at the same time? Can I use "intreg" and request "robust" option, followed by "mfx"?

Many thanks
Hong Zou

----- Original Message ----- From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, August 08, 2007 4:27 AM
Subject: RE: st: RE: mlogit problem with "predict"



-stripplot- from SSC will let you
compare variables in groups.

stripplot pc1-pc4, by(tax)

gives you one graph, not four. See
the help for further options.

Nick
n.j.cox@durham.ac.uk

Maarten buis

--- Sheela Athreya <athreya@neo.tamu.edu> wrote:
> The idea that maybe I have an (almost) perfect prediction occurred
> to me too, but I don't know how to investigate it. Perhaps there is
> an equivalent test to -tab tax pc- that allows me to look at
> quantitative variables for anything that is off?

One option is to look at dotplots:
dotplot pc1, over(tax) median
dotplot pc2, over(tax) median
dotplot pc3, over(tax) median
dotplot pc4, over(tax) median

They give you simultaneously an idea about the strength of the
association and the number of observations in each category.
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