Dear statalist,
sorry for my last mail, but it seems that it is not possible to see the
formulas I have written (mathtype). I rewrite the mail:
in relation to the question posted about xttobit, Scott had the answer.
Now,
I would like to be sure about just one thing. In the Tobit model, you could
be interested in the following marginal effects:
1) d(y*|x)/dx = beta
2) d(y|x)/dx = beta*cumulative distribution(x*beta/sigma)
3) d(y|x,y>0)/dx =
beta*[1-(xbeta/sigma)Landa(xbeta/sigma)-Landa^2(xbeta/sigma)]
where y* is the latent variable and y is the censored variable. I just have
two questions:
i) Are the coefficients that Stata gives in xttobit the ones numbered as 1?
(the marginal effect of the latent variable). I suppose it is this way. If
this were true, I could calculate 2 and 3 from 1 by hand.
ii) Is there any other way to obtain 2 and 3 directly without doing by had?
(mfx compute?)
Thank you to all and sorry for the aspect of the formulas.
>
> > Thanks Scott!
>
>
> > > Hello!
> > >
> > > I would be so happy if someone could help me. I am estimating a tobit
> > panel data model and I would like to know if it is possible to calculate
> > marginal effects in xttobit.
> > >
> > > Thanks in advance.
> > >
> > > Paula Garcia
> > >
> >
> > Yes, take a look at -mfx compute-
> >
> > With it you can calculate the margin effects of the probability of being
> > uncensored, conditional on being uncensored, and the unconditional
> expected
> > value.
> >
> >
> > Hope this helps,
> > Scott
> >
>
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