st: Marginal effects for IVTOBIT

[Catalina Amuedo Dorantes <camuedod@mail.sdsu.edu>]

Dear members of the Statalist:

I am interested in using the IVTOBIT command in Stata.  I was wondering if 
any of you know how to derive the marginal effects conditional on being 
uncensored and the probability of being uncensored following the IVTOBIT 
command.  I noted from looking at the IVPROBIT and DIVPROBIT commands that 
the latter uses the same formula of the DPROBIT command.  However, 
Wooldridge (Panel Data book, p. 530-532) points out that using the twostep 
estimator of Newey (as used in -ivtobit-) to get the marginal effects is 
incorrect.  Are any of you aware of how big of a problem is it to use the 
Newey estimator over the ML one?

Thanks!   
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