Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: marg effects & s.e. in tobit


From   John Bunge <jota.be@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: marg effects & s.e. in tobit
Date   Sun, 31 May 2009 11:03:58 +0200

in tobit with censoring at 0 you have 4 marginal effects:

(1) dE[y*|x]/dx
(2) dE[y|x,y>0]/dx
(3) dE[y|x]/dx
(4) dP[y>0|x]/dx


possible reference: greene (2003), pp.764-766

apparently you are familiar with (1) and (2), but the one i mean is number (3), which is provided by dtobit2 together with the other 3 (but not its s.e., which is different from the s.e. of 1 or 2)




> -----Ursprüngliche Nachricht-----
> Von: "Maarten buis" <maartenbuis@yahoo.co.uk>
> Gesendet: 31.05.09 10:48:40
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: marg effects & s.e. in tobit


> 
> --- On Sat, 30/5/09, John Bunge <jota.be@web.de> wrote:
> > no, i mean the unconditional expected
> > value for y, not y*, which exists and is computed by
> > dtobit2, which however does not report the standard errors
> > of these coefficients
> 
> Could you tell exactly what you want to condition on and what
> not, because in the terminology I am familiar with y is
> always conditional on being censored and y* is not. 
> 
> -- Maarten
> 
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
> 
> 
>       
> 
> *
> *   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/
> 



*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index