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From |
Hoi Kit Lo <hoikitlo@cityu.edu.hk> |

To |
StataList <statalist@hsphsun2.harvard.edu> |

Subject |
st: Marginal Effects in Tobit witih Interactions |

Date |
Tue, 09 Jun 2009 17:16:01 +0800 |

Dear all, I am working with a Tobit with interactions in the following form: tobit y x1 x2 x1x2, ll(0) I want to evaluate the marginal effects on Y conditional on exceeding the lower end and the unconditional change in the observed Y, which if i am correct, the STATA command for its computation is [mfx, predict(e(0,.))] and [mfx, predict(ystar(0,.))], respectively. In the achieve, I was only able to find procedures to manually calculate the marginal effects on the probability of being uncensored [mfx, predict(pr(0,.))]. I have 2 questions: 1) Are the marginal effects reported in STATA using the above commands valid when there are interaction terms in the regression? 2) If not, are there any suggestions for procedures in calculating them manually? I have referred to a few econometrics books and the Internet but failed to find any thing on this topic. It will be of great help if anyone could answer this inquiry. Thank you for reading. Hoi Kit Lo City University of Hong Kong Department of Economics and Finance * * 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/

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