Dear All,
I use Stata 10 and do Tobit estimation. I split the sample, estimate the effect in each sub-sample, and compare the marginal effects across samples. In order to do that I need to get the variance of marginal effect, after that I conduct a t-test of the marginal effects across the two models. My questios are how to get the variance of marginal effects for those two sub-samples and how to conduct a t-test to compare marginal effects. Can you give an example with Stata commands?
Kind regards
Ebru
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