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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: RE: wald tests with mfx |

Date |
Mon, 13 Jul 2009 22:58:50 +0200 |

<> You are more than welcome! I did not endorse your research strategy as I do not think that what you are attempting is necessary, but on a technical level, you can get your hands on the desired returned result in this fashion. Stata provides a full array of postestimation tools for every estimation command, and this list is usually exhaustive. If you want the -vce- of the original estimation, you can get it like this: *** sysuse auto, clear generate wgt=weight/1000 tobit mpg wgt gear_ratio, ll(17) estat vce *** HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Rich Steinberg Gesendet: Montag, 13. Juli 2009 22:51 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: RE: wald tests with mfx 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. > > * > * 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/ * * 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: AW: st: RE: wald tests with mfx***From:*Rich Steinberg <rsteinbe@iupui.edu>

**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>

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

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