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st: Predictions and mfx following tobit estimation.

From   "Ames, Frances" <>
To   <>
Subject   st: Predictions and mfx following tobit estimation.
Date   Mon, 27 Sep 2004 14:36:50 -0400


In comparing regression results with a colleague running a tobit model (as treatreg) in SAS, we've discovered that although the linear (xb) prediction is identical for both programs, other predictions are different, such as e(a,b), and ystar(a,b).

I am interested in calculated the predicted value from tobit that would represent both the probability of being in the uncensored part of the distribution and the effect of the explanatory variables.  

In SAS, this prediction is calculated manually as using:

CDF(xb/sigma)*(xb+sigma*lambda) [note: I believe that lambda is the inverse Mills ratio]

Any direction on the equivalent prediction mechanism in Stata would be much appreciated. On a related, I'd like to be able to calculate the marginal effects relative to this prediction as well.


Frances Ames
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