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st: Re: Question about Stata


From   Kit Baum <baum@bc.edu>
To   msyrotenko <msyrotenko@eerc.kiev.ua>
Subject   st: Re: Question about Stata
Date   Fri, 20 Mar 2009 08:12:53 -0400

<>
Mykhailo,

I cannot test the capabilities of -dtobit- because that routine (updated for sg144_1, from SJ 4:3) does not run the example in its help file:

.  tobit mpg trunk weight, ll(17)

Tobit regression Number of obs = 74 LR chi2(2) = 73.86 Prob > chi2 = 0.0000 Log likelihood = -163.74787 Pseudo R2 = 0.1840

------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] ------------- +---------------------------------------------------------------- trunk | -.1487203 .1477163 -1.01 0.317 -. 4431875 .1457468 weight | -.0063328 .0008709 -7.27 0.000 -.008069 -.0045966 _cons | 41.90603 2.094632 20.01 0.000 37.73045 46.0816 ------------- +---------------------------------------------------------------- /sigma | 3.822488 .3637359 3.097394 4.547582
------------------------------------------------------------------------------
  Obs. summary:         18  left-censored observations at mpg<=17
                        56     uncensored observations
                         0 right-censored observations

.  dtobit
[_se] not found
r(111);


Apparently some changes made to -tobit- have broken -dtobit-.

However I would wonder whether you can what you need with the various options available on -mfx-, see -help tobit postestimation-. The default output provides


. mfx

Marginal effects after tobit
      y  = Fitted values (predict)
         =  20.738523
------------------------------------------------------------------------------
variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X --------- +-------------------------------------------------------------------- trunk | -.1487203 .14772 -1.01 0.314 -.438239 . 140798 13.7568 weight | -.0063328 .00087 -7.27 0.000 -.00804 -. 004626 3019.46
------------------------------------------------------------------------------

and other options are available. -mfx- saves everything it produces, and those matrices can be added to -estimates- and output with - esttab- or other table-making programs.

Presumably someone from StataCorp will have a look at -dtobit-, as it was written and modified by StataCorp employees (but is not part of official Stata).

Cheers
Kit

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html



On Mar 20, 2009, at 24:42 , msyrotenko wrote:

Dear Kit,
I have a question to you about Stata.

I am working with dtobit command to receive the marginal effects.

. dtobit, brief
------------------------------------------------------------------------------
         | Marginal Effects at Means
|-------------------------------------------------------------------- | Latent Unconditional Conditional on Probability Name | Variable Expected Value being Uncensored Uncensored --------- +-------------------------------------------------------------------- l_gdp | 2.1510068 .03051076 . 22277649 .00370306 l_dist | -11.960954 -.16965905 -1.2387778 -.02059134 dev*| -.95325248 -.01298252 -.09792999 -. 00158439 --------- +--------------------------------------------------------------------
(*) dF/dx is for discrete change of dummy variable from 0 to 1

Now I would like to extract the columns of this table separately (Latent variable, Unconditional expected value; Conditional expected Value, Probability Uncensored) Than I would like receive the general table for different regressions but sepparately for: Latent variable, Unconditional expected value, Conditional expected Value, Probability Uncensored.

using command "estimates store"        a few times
and then esttab I receive the table only for Latent variable(first column).
So "estimates store extract" only first column of the initial table
Is it possible to extract other than first column of the initial table?
What command can help me for this purpose?

Thanks in advance for any suggestion.
Have a nice day.
Mykhailo Syrotenko


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