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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. * * 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/

**Follow-Ups**:**Re: st: RE: wald tests with mfx***From:*Rich Steinberg <rsteinbe@iupui.edu>

**References**:**st: wald tests with mfx***From:*Rich Steinberg <rsteinbe@iupui.edu>

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