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st: Marginal Effects after ivtobit


From   "Alejandro Lopez-Feldman" <[email protected]>
To   [email protected]
Subject   st: Marginal Effects after ivtobit
Date   Sat, 17 Dec 2005 17:47:16 -0800 (PST)

I want to calculate marginal effects afterivtobit using mfx but I have a
question about the standard errors.

The Stata manual ([R] page 552) states that the option "force" has to be
used otherwise mfx refuses to calculate standard errors. I have done this
and obtained standard errors.  My question is are those standard errors
correct or should I worry that they don't account for the fact that tobit
is using a predicted value?

Thanks,
Alejandro


-----------------------------------------
Alejandro Lopez-Feldman
Ph.D. Candidate
Agricultural and Resource Economics
University of California-Davis
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