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Re: st: dtobit2 and se


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: dtobit2 and se
Date   Wed, 11 May 2011 16:54:58 +0200

-- On Wed, May 11, 2011 at 4:32 PM, Lamla, Bettina wrote:
>> I have a Tobit model and calculate marginal effects using the dtobit2 command. Standard error are not displayed for the marginal effects. Do they differ from standard errors calculated for marginal effect on the latent variable (i.e.the Tobit estimation results)?

--On Wed, May 11, 2011 at 4:51 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> The way to answer that question is to estimate your model using
> -dtobit2- and again using -tobit- and compare the standard errors.

I missed the crucial "not" in your message. The answer is yes, the
standard errors will differ as they measure something different. I
would compute the marginal effects using -margins- (or -mfx- if you
have Stata version < 11).

Hope this helps

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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