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Re: st: nlcom for tobit interactions


From   "Walter Forrest" <walterforrest@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nlcom for tobit interactions
Date   Sun, 9 Nov 2008 22:51:18 -0500

Thanks Maarten for the suggestion.

predictnl seems to be the right option, but when I've run it I've
received an error message that reads "too many variables specified".
Any ideas as to what I'm doing incorrectly?

Here's my code:

tobit depvar `x1' `x2' `x3', ll
predict xb if e(sample)


*/
local big=normal(xb/_b[/sigma])
local small=normalden(xb/_b[/sigma])


*/ the following gets an error message
predictnl=((_b[`x3']*`big')+(1/_b[/sigma])*((_b[`x1']*_b[`x2'])+(_b[`x1']*_b[`x3']*`x1')
+ (_b[`x2']*_b[`x3']*`x2') + (_b[`x3']*_b[`x3']*`x1'*`x2')) *
`small'), se(inteff_se)


Thanks again


Walter


On Sun, Nov 9, 2008 at 2:48 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Walter Forrest <walterforrest@gmail.com> wrote:
>> 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 is probably easier to use -predictnl- for this problem, see:
> -help predictnl-.
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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