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Re: st: mfx failing with tobit?


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: mfx failing with tobit?
Date   Mon, 17 Mar 2014 14:26:48 +0100

-mfx- is a general purpose program, so it needs to choose a default
outcome for which to compute the derivative. It chooses that default
to be the default chosen for the predict option of the command, which
in the case of -tobit- happens to be the linear predictor. So the
default marginal effect computed for -tobit- is just the coefficients.
If you want to change that, you need to specify the -predict()- option
to whatever outcome you are interested in.

Notice however, that since you did not specify the version of Stata
you are using we must, per the Statalist FAQ, assume you use the
latest version of Stata (13). In that case the -mfx- command is
hopelessly outdated, and you should use the -margins- command instead.

Hope this helps,
Maarten


On Mon, Mar 17, 2014 at 11:13 AM, Roger Cremades Rodeja
<[email protected]> wrote:
> Dear colleagues,
>
> after running a Tobit regression, I introduce the mfx command and
> surprisingly I get exactly the same coefficient estimates I had from the
> regression, although labelled as dy/dx. Does anybody had a similar problem?
>
> Please any suggestions to solve it? They would be more than welcome.
>
> Best wishes,
> Roger
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-- 
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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