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Re: st: dtobit, outreg and "marginal effects conditional on being uncesored"


From   Marco Ercolani <m.g.ercolani@bham.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: dtobit, outreg and "marginal effects conditional on being uncesored"
Date   Fri, 16 Dec 2011 20:04:50 +0000

Can anyone suggest how I may use outreg (ver3)  or outreg2 to produce 
a table for the "marginal effects conditional on being uncensored" after
a Tobit regression?

Though the outreg2 documentation suggests it can output 
the marginal effects, in practice it does not.
If I follow the commands in the outreg2 help file I get:

. sysuse auto, clear
(1978 Automobile Data)

. version 6: tobit mpg trunk weight, ll(17)
Tobit estimates                                   Number of obs   =         74
                                                  LR chi2(2)      =      73.86
                                                  Prob > chi2     =     0.0000
Log likelihood = -163.74787                       Pseudo R2       =     0.1840
------------------------------------------------------------------------------
         mpg |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       trunk |  -.1487203   .1477163    -1.01   0.317    -.4431875    .1457468
      weight |  -.0063328   .0008709    -7.27   0.000     -.008069   -.0045966
       _cons |   41.90603   2.094632    20.01   0.000     37.73045     46.0816
-------------+----------------------------------------------------------------
         _se |   3.822488   .3637359           (Ancillary parameter)
------------------------------------------------------------------------------
  Obs. summary:         18  left-censored observations at mpg<=17
                        56     uncensored observations

. version 6: dtobit
equation sigma not found
r(111);


(I have tried various permutations of the above commands but I still
can't get tobit, dtobit and outreg2 to work together.)

gratefully,
 Marco.




>I haven't looked but I suspect it's more likely that -outreg2-
>supports the syntax you want if -outreg- now does not.
>These are both user-written commands from SSC.
>Nick

>>On Thu, Dec 15, 2011 at 4:23 PM, Marco Ercolani <m.g.ercolani@bham.ac.uk> wrote:
>> outreg (version 1, 2001) had the following options for retrieving the "marginal effects conditional on being uncensored":
>>  tobit depvar explvars, ll(0)
>>  dtobit
>>  outreg using Filename, margin(u)
>>
>> outreg (version 3, 2010) no longer has the "margin[(u|c|p)]" options so how can the commands above be achieved?
>> If the answer is to use the "margins" command after running a "tobit", how can one ensure that
>> "marginal effects conditional on being uncensored" are reported?
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