[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 |

Martin Weiss wrote:

<>" For the latter, I know from the Help file that mfx saves what I need ase(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 mfxAs a relatively unsophisticated user, I have tried for a few hours andfailed to solve the following problem. After running tobit, I want totest for the equality of marginal effects for the unconditionalobservable dependent variable. No problem with mfx or dtobit. But Idon't want to evaluate these marginal effects test at the mean, medianor zero of the full sample prior to testing. Instead, I want to use theestimates from the full sample, but evaluate the marginal effect atmeans 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 thissubsample. But everything I try works on the tobit coefficients, notthe 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 ase(Xmfx_se_dydx), but I can't figure out how to see that. This should beeasy, 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/

* * 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**:**AW: st: RE: wald tests with mfx***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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

**st: RE: wald tests with mfx***From:*"Martin Weiss" <martin.weiss1@gmx.de>

- Prev by Date:
**st: RE: wald tests with mfx** - Next by Date:
**AW: st: RE: wald tests with mfx** - Previous by thread:
**st: RE: wald tests with mfx** - Next by thread:
**AW: st: RE: wald tests with mfx** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |