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Re: st: Using Delta Method with Estimated Marginal Effects from a Tobit Model


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Using Delta Method with Estimated Marginal Effects from a Tobit Model
Date   Wed, 6 Mar 2013 11:10:36 +0100

On Wed, Mar 6, 2013 at 10:46 AM, Selahattin Selsah Pasali wrote:
> I was wondering if you could suggest a procedure for using the nlcom command after estimating the marginal effects from a tobit regression. What I need to do is to combine a bunch of marginal effects in a non-linear way so as to construct a ratio along with it's standard error.

*------------------ begin example ------------------
sysuse auto, clear
generate wgt = weight/1000
generate pr  = price/1000
tobit mpg wgt pr, ll(17)
margins, dydx(*) predict(ystar(17,.)) post
nlcom _b[wgt]/_b[pr]
*------------------- end example -------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

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

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