Dear,
How can I correctly compute an interaction effect in a
Tobit model?
On 14 Jan 2005, May Boggess provided an example (see
http://www.stata.com/statalist/archive/2005-01/msg00264.html).
However, using the exact same code:
clear
sysuse auto
tobit mpg len, ll(20)
predict xb,xb
predict p, pr(20,.) /* Probability Uncensored */
gen myp = norm(-((20-xb)/_b[_se]))
sum p myp
----------
I get the following error message:
. gen myp = norm(-((20-xb)/_b[_se]))
[_se] not found
r(111);
end of do-file
r(111);
----------
Is this error message due to different versions of
Stata? I am using Stata 9.1 for Windows.
Any suggestions or alternative approaches would be
greatly appreciated.
Many thanks,
Bart
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