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st: wald tests with mfx


From   Rich Steinberg <rsteinbe@iupui.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: wald tests with mfx
Date   Mon, 13 Jul 2009 16:10:18 -0400

As a relatively unsophisticated user, I have tried for a few hours and failed to solve the following problem. After running tobit, I want to test for the equality of marginal effects for the unconditional observable dependent variable. No problem with mfx or dtobit. But I don't want to evaluate these marginal effects test at the mean, median or zero of the full sample prior to testing. Instead, I want to use the estimates from the full sample, but evaluate the marginal effect at means of various subsamples. So I have, for example:

tobit totgiv $income $control, ll vce(cluster fid68)
mfx if welfare01>0, pred(ystar(0,.))

Now, I want to test for the equality of two elements of $income in this subsample. But everything I try works on the tobit coefficients, not the mfx output. So how do I retrieve this for a "test" command (ideally) or even display the vce from the mfx to do the test by hand? For the latter, I know from the Help file that mfx saves what I need as e(Xmfx_se_dydx), but I can't figure out how to see that. This should be easy, but stumped me.

Thanks everyone.

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