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From |
"Walter Forrest" <walterforrest@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: nlcom for tobit interactions |

Date |
Sun, 9 Nov 2008 14:09:39 -0500 |

Hi, I'm trying to estimate interaction effects in a tobit model using nlcom. I've managed to get estimates for hypothesized x1 and x2 values (e.g. with x1 and x2 held at their means), but I'm having some trouble getting nlcom to provide estimates (coefficients, standard errors, and confidence intervals) for each observation based on the actual x1 and x2 values for those cases. (Ultimately, I'd like to be able to generate a plot that shows the interaction effect for every single case in much the same way as inteff does for logit and probit models). It seems that nlcom requires constants rather than variables which, if correct, would suggest that I need to find a way to run the command for each case, one at a time, and then save those results before running nlcom for the next case. I thought about trying to use forval (i.e. forval i=1 /`_N'), but I'm not sure how to do that and still save the nlcom results so that I could later append them into a separate data file. (Clearly, I've reached the limits of my knowledge of stata programming commands). Here's what I have so far: tobit y x1 x2 x3 ... etc, ll ul predict xb if e(sample) quietly summarize xb if e(sample) local meanxb =r(mean) quietly summarize `x1' if e(sample) local mx1=r(mean) quietly summarize `x2' if e(sample) local mx2=r(mean) */ This creates meanxb local big "normal(`meanxb'/_b[/sigma])" local small "normalden(`meanxb'/_b[/sigma])" nlcom ((_b[`x3']*`big')+(1/_b[/sigma])*((_b[`x1']*_b[`x2'])+(_b[`x1']*_b[`x3']*`mx1') + (_b[`x2']*_b[`x3']*`mx2') + (_b[`x3']*_b[`x3']*`mx1'*`mx2')) * `small'), post Can anyone suggest a solution? I'd appreciate any advice you can give. Thanks Walter Forrest Assistant Professor College of Criminal Justice Northeastern University 429 Churchill Hall Boston MA 02115-5000 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: nlcom for tobit interactions***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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