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From |
Jan Duchoslav <j.duchoslav@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Marginal effects plot for tobit with interaction term |

Date |
Sat, 27 Apr 2013 12:33:00 +0200 |

Dear all, I use the marginal effect plots for a model with and interaction term as suggested by Berry, Golder and Milton. 2012. "Improving Tests of Theories Positing Interaction." The Journal of Politics 74(3): 653-671. Please find the code (largely based on that provided by Golder at https://files.nyu.edu/mrg217/public/interaction.html) below: tobit cash_pc treat scchiefbl inter scvillbl pop, ll(0) level(95) matrix b=e(b) matrix V=e(V) scalar b1=b[1,1] scalar b2=b[1,2] scalar b3=b[1,3] scalar varb1=V[1,1] scalar varb2=V[2,2] scalar varb3=V[3,3] scalar covb1b3=V[1,3] scalar covb2b3=V[2,3] scalar list b1 b2 b3 varb1 varb2 varb3 covb1b3 covb2b3 drop vill_id-scvillbl scvill-inter set obs 10000 generate MVZ=((_n+680)/1000) replace MVZ = . if MVZ > 1 replace MVZ = . if MVZ < 0.68 drop if MVZ == . gen conbx=b1+b3*MVZ label var conbx "ME estimate" gen consx=sqrt(varb1+varb3*(MVZ^2)+2*covb1b3*MVZ) gen ax95=2.03*consx gen ax90=1.69*consx gen upperx95=conbx+ax95 label var upperx95 "95% conf. level" gen upperx90=conbx+ax90 label var upperx90 "90% conf. level" twoway (line conbx MVZ, lc(black) yaxis(1)) /// (line upperx90 MVZ, lc(black) lpat("-") yaxis(1)) /// (line upperx95 MVZ, lc(black) lpat(".-") yaxis(1)) Since I use a tobit model, I would like to construct similar plots for marginal effects conditional on being uncensored and for marginal effects on the probability of being uncensored. I get the marginal effects on each term using the -dtobit- command (from STB-56: sg144, updated sg144_1), which runs a Moffitt-McDonald decomposition. This has to be done in version 8 as starting with version 9, Stata uses a different way to store estimation results (or so I understand): version 8: tobit cash_pc treat scchiefbl inter scvillbl pop, ll(0) level(95) dtobit Now my question is: Does anybody know if and how -dtobit- stores its results so that they can be used to construct the plots in a similar way as above? I would appreciate any leads. Thanks for your consideration, Jan * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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