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st: RE: wald tests with mfx


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: wald tests with mfx
Date   Mon, 13 Jul 2009 22:21:27 +0200

<>

" 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."

***
sysuse auto, clear
generate wgt = weight/100
tobit mpg wgt len tu head, /*
*/ ll(17) ul(24)

mfx compute, /*
*/ predict(e(17,24))

mat l e(Xmfx_se_dydx)
mat A=  e(Xmfx_se_dydx)
matrix list A

di A[1,3]
***

HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Rich Steinberg
Sent: Montag, 13. Juli 2009 22:10
To: statalist@hsphsun2.harvard.edu
Subject: st: wald tests with mfx

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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