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From |
Rich Steinberg <rsteinbe@iupui.edu> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 13 Jul 2009 17:34:53 -0400 |

Martin Weiss wrote:

<> 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 mfxThanks for responding, and so quickly. Good answer, but I learned fromfollowing your advice that this reproduces only the standard errors, notthe covariances I would need for a Wald test. I don't see an e( ) thatsaves the vce. And I can't use the vce from the original tobit becausethe sample is changing.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/ * * 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/

-- Rich Steinberg Department of Economics, 516 Cavanaugh Hall IUPUI Indianapolis, IN 46202-5140 317-278-7221 "Unanswered email since 1955" * * 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/

**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>

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

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