<>
" For the latter, I know from the Help file that mfx saves what I need as
e(Xmfx_se_dydx), but I can't figure out how to see that."
***
sysuse auto, clear
generate wgt = weight/100
tobit mpg wgt len tu head, /*
*/ ll(17) ul(24)
mfx compute, /*
*/ predict(e(17,24))
mat l e(Xmfx_se_dydx)
mat A= e(Xmfx_se_dydx)
matrix list A
di A[1,3]
***
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Rich Steinberg
Sent: Montag, 13. Juli 2009 22:10
To: [email protected]
Subject: st: wald tests with mfx
As a relatively unsophisticated user, I have tried for a few hours and
failed to solve the following problem. After running tobit, I want to
test for the equality of marginal effects for the unconditional
observable dependent variable. No problem with mfx or dtobit. But I
don't want to evaluate these marginal effects test at the mean, median
or zero of the full sample prior to testing. Instead, I want to use the
estimates from the full sample, but evaluate the marginal effect at
means of various subsamples. So I have, for example:
tobit totgiv $income $control, ll vce(cluster fid68)
mfx if welfare01>0, pred(ystar(0,.))
Now, I want to test for the equality of two elements of $income in this
subsample. But everything I try works on the tobit coefficients, not
the mfx output. So how do I retrieve this for a "test" command
(ideally) or even display the vce from the mfx to do the test by hand?
For the latter, I know from the Help file that mfx saves what I need as
e(Xmfx_se_dydx), but I can't figure out how to see that. This should be
easy, but stumped me.
Thanks everyone.
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