Dear all,
I try to calculate the marginal effect of an interaction term after xttobit,
re. First, I want to replicate marginal effects after xttobit, re by hand
without interaction effects for comparison. When estimating tobit, this is
no problem:
tobit y x1 x2, ll(0)
su x1 if e(sample)
local mean_x1=r(x1)
su x2 if e(sample)
local mean_x2=r(x1)
local xb "_b[x1]*`mean_x1'+_b[x2]*`mean_x2'+_b[_cons]"
nlcom normden((`xb')/_b[/sigma])*(_b[x1]/_b[/sigma])
produces the same command as mfx, predict(pr(0,.)).
When estimating xttobit y x1 x2, i(id) ll(0)
and substituting sigma by sigma_e (thus assuming sigma_u to be zero),
however, this produces different results as compared to the mfx command.
What do I have to do to replicate the mfx command after xttobit with nlcom?
Thanks and best regards,
Axel Dreher
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