Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: mfx failing with tobit?
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: mfx failing with tobit?
Date
Tue, 25 Mar 2014 16:42:40 +0000
Maarten has already addressed this directly. As tobit is a linear
predictor, the derivatives are equal to the coefficients of the
predictors. It's like asking: if I differentiate the equation of a
hyperplane, will I get more information out? No; the information is
already given in the coefficients.
Nick
[email protected]
On 25 March 2014 16:34, Roger Cremades Rodeja <[email protected]> wrote:
> using stata 12, and trying to obtain the marginal estimates after a
> Tobit regression, I write:
>
> tobit indepvar depvar1 depvar2 .. depvar9, ll
> margins, dydx (*)
>
> the second command is supposed to provide the "estimate marginal
> effect of variables in varlist", after checking the help of margins,
> but I only get again the same coefficients as in the Tobit
> regressions, but labelled as dy/dx
>
> I do not know what should I do to obtain the marginal estimates of a
> Tobit, I understood that was the right way,
2014-03-17 17:30 GMT+01:00 Roger Cremades Rodeja <[email protected]>:
>> it was extremely helpful, I will see what can I do with stata 10, or
>> use the 12th of a colleague,
2014-03-17 14:26 GMT+01:00 Maarten Buis <[email protected]>:
>>> -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 hopelessly outdated, and you should use the -margins- command instead.
On Mon, Mar 17, 2014 at 11:13 AM, Roger Cremades Rodeja
>>>> 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?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/