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Re: st: RE: wald tests with mfx


From   Rich Steinberg <rsteinbe@iupui.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: wald tests with mfx
Date   Mon, 13 Jul 2009 16:50:36 -0400

Thanks for responding, and so quickly. Good answer, but I learned from following your advice that this reproduces only the standard errors, not the covariances I would need for a Wald test. I don't see an e( ) that saves the vce. And I can't use the vce from the original tobit because the sample is changing.

Martin Weiss wrote:
<>

" 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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