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st: intreg & mfx & outreg


From   "Giovanni Vecchi" <[email protected]>
To   <[email protected]>
Subject   st: intreg & mfx & outreg
Date   Tue, 14 Jan 2003 17:47:26 +0100

Dear statalisters,

I would like to compare the regression results from two different models
by using the outreg command.

My first regression is a tobit model and the following code works fine:

tobit y1 x1 x2
dtobit, brief
outreg using myfile, margin(u) replace

(Note that I am interested in unconditional marginal effects, and this
explains the margin(u) option in the outreg command).

My second regression is a tobit model with robust standard errors. 
>From James Hardin's FAQ "How can I get robust standard errors for tobit"
I learn that I should use the intreg command. This is fine, but then, in
order to obtain unconditional marginal effects I have to use the <mfx
compute> command. This causes two major problems: (i) mfx compute is
possibly the slowest thing I have ever met in Stata. In fact, as of
today, I have been unable to wait long enough for mfx to produce some
output (admittedly, I may not be patient enough...), and (ii) even if
willing to wait for mfx compute to stop torturing my hard drive, outreg
seems unable to make use of mfx output (please tell me I'm wrong).

My question: how can I bypass the use of mfx compute, and get intreg-
marginal effects available to outreg?

Thank you very much in advance for your help.

Giovanni



-----------------------------------------------
Giovanni VECCHI
Dipartimento di Economia e Istituzioni
Universit� di Roma "Tor Vergata"
Via Columbia, 2
00133 Roma
Italy

voice + 39 (06) 7259 5730
fax   + 39 (06) 2020 500
email   [email protected]
-----------------------------------------------

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