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st: RE: dtobit error with some datasets but not others
Joana:
You can either undo the correction you made in the ado file, and type -version 8.2- before typing the -tobit- command, or hunt the dtobit ado file for every occurrence of _b[_se] and replace that _b[/sigma], or use -mfx- instead of -dtobit- to get the marginal effects.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Joana Quina
Sent: woensdag 12 april 2006 11:02
To: [email protected]
Subject: st: dtobit error with some datasets but not others
I am having trouble using -dtobit- for some datasets but not others. I
have already corrected the dtobit ado file as suggested in the posting
http://www.stata.com/statalist/archive/2005-06/msg00294.html.
"change line 40 of -dtobit- from:
*scalar `sigma' = _b[_se]
to
scalar `sigma' = _b[/sigma]"
-dtobit- seems to be working fine when I try an example from
Wooldridge (2002), as described in
http://www.ats.ucla.edu/stat/stata/examples/eacspd/chapter16.htm.
However, when I try it with one of my datasets I get the error [_se]
not found. However, it works fine as dtobit, brief censor.
When I try another of my datasets I have no problem.
I have included my output below.
Any help would be much appreciated.
Thanks and regards,
Joana
. tobit basic_edu_prop lpop lgdp_pc_ppp sw_open polity_n pts_s_n
corrupt milm_j us
> _un_friend japan_un_friend uk_un_friend france_un_friend y_colony, ll(0)
Tobit regression Number of obs = 27
LR chi2(12) = 21.87
Prob > chi2 = 0.0391
Log likelihood = -54.81487 Pseudo R2 = 0.1663
------------------------------------------------------------------------------
basic_edu_~p | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lpop | -.360373 1.218181 -0.30 0.771 -2.956864 2.236118
lgdp_pc_ppp | 1.397576 1.563423 0.89 0.385 -1.934781 4.729933
sw_open | -1.255893 2.129688 -0.59 0.564 -5.795216 3.283431
polity_n | -.2126852 .2969647 -0.72 0.485 -.8456506 .4202801
pts_s_n | 2.498447 1.372578 1.82 0.089 -.4271344 5.424028
corrupt | -2.417395 .9287006 -2.60 0.020 -4.396874 -.4379165
milm_j | .4366181 1.095545 0.40 0.696 -1.898481 2.771717
us_un_friend | -.0043474 .2777796 -0.02 0.988 -.5964206 .5877259
japan_un_f~d | -3.184145 1.457518 -2.18 0.045 -6.290771 -.0775182
uk_un_friend | -1.286873 1.692384 -0.76 0.459 -4.894104 2.320358
france_un_~d | 3.560504 1.825879 1.95 0.070 -.3312645 7.452272
y_colony | -.1479806 .0835515 -1.77 0.097 -.3260663 .0301051
_cons | 110.4901 115.7913 0.95 0.355 -136.3133 357.2935
-------------+----------------------------------------------------------------
/sigma | 3.501857 .5925446 2.238878 4.764836
------------------------------------------------------------------------------
Obs. summary: 8 left-censored observations at basic_edu_prop<=0
19 uncensored observations
0 right-censored observations
.
.
. dtobit, brief
[_se] not found
r(111);
. dtobit, brief censor
------------------------------------------------------------------------------
| Marginal Effects at Observed Censoring Rate
|--------------------------------------------------------------------
| Latent Unconditional Conditional on Probability
Name | Variable Expected Value being Uncensored Uncensored
---------+--------------------------------------------------------------------
lpop | -.36037296 -.25359579 -.17864984 -.03557883
lgdp_pc_ppp | 1.3975759 .98347934 .69282865 .13797961
sw_open*| -1.2558926 -.88377626 -.62259113 -.12399152
polity_n | -.21268524 -.14966739 -.10543572 -.02099795
pts_s_n | 2.4984468 1.7581663 1.23857 .24666618
corrupt | -2.417395 -1.7011298 -1.1983897 -.23866411
milm_j | .43661806 .30724974 .21644728 .04310634
us_un_friend |-.00434739 -.00305927 -.00215516 -.00042921
japan_un_friend |-3.1841446-2.2406944 -1.578495 -.31436363
uk_un_friend | -1.286873 -.90557727 -.63794922 -.12705015
france_un_friend | 3.5605036 2.5055396 1.7650697 .35152072
y_colony | -.14798061 -.1041345 -.07335931 -.0146098
_cons | 110.4901 77.75229 54.773915 10.908445
---------+--------------------------------------------------------------------
(*) dF/dx is for discrete change of dummy variable from 0 to 1
**Another dataset
. tobit lc_dac_pc1 lpop lgdp_pc_ppp elrsacw polity_n pts_s_n corrupt
milm_j us_un_
> friend japan_un_friend uk_un_friend france_un_friend y_colony , ll(0)
Tobit regression Number of obs = 99
LR chi2(12) = 135.99
Prob > chi2 = 0.0000
Log likelihood = -72.704573 Pseudo R2 = 0.4833
------------------------------------------------------------------------------
lc_dac_pc1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lpop | -.5650528 .059203 -9.54 0.000 -.6827252 -.4473805
lgdp_pc_ppp | -.0869744 .0847644 -1.03 0.308 -.2554528 .081504
elrsacw | -.1654483 .1547859 -1.07 0.288 -.4731019 .1422054
polity_n | -.0169189 .0210876 -0.80 0.425 -.0588327 .0249949
pts_s_n | .0769045 .0710294 1.08 0.282 -.0642742 .2180833
corrupt | -.0658932 .0306365 -2.15 0.034 -.1267866 -.0049999
milm_j | -.0031017 .0018857 -1.64 0.104 -.0068498 .0006463
us_un_friend | -.0130154 .0190861 -0.68 0.497 -.0509511 .0249203
japan_un_f~d | .0600286 .0297403 2.02 0.047 .0009165 .1191406
uk_un_friend | -.0575564 .0387375 -1.49 0.141 -.1345514 .0194385
france_un_~d | -.0152241 .0311973 -0.49 0.627 -.0772321 .0467839
y_colony | .006354 .0036644 1.73 0.086 -.0009293 .0136373
_cons | 5.62521 2.805552 2.01 0.048 .0488727 11.20155
-------------+----------------------------------------------------------------
/sigma | .501144 .0361867 .429219 .573069
------------------------------------------------------------------------------
Obs. summary: 2 left-censored observations at lc_dac_pc1<=0
97 uncensored observations
0 right-censored observations
. dtobit, brief
------------------------------------------------------------------------------
| Marginal Effects at Means
|--------------------------------------------------------------------
| Latent Unconditional Conditional on Probability
Name | Variable Expected Value being Uncensored Uncensored
---------+--------------------------------------------------------------------
lpop | -.56505284 -.56505284 -.56505284 -3.342e-10
lgdp_pc_ppp |-.08697438 -.08697438 -.08697438 -5.145e-11
elrsacw | -.16544828 -.16544828 -.16544828 -9.787e-11
polity_n | -.01691889 -.01691889 -.01691889 -1.001e-11
pts_s_n | .07690454 .07690454 .07690454 4.549e-11
corrupt | -.06589323 -.06589323 -.06589323 -3.898e-11
milm_j | -.00310172 -.00310172 -.00310172 -1.835e-12
us_un_friend |-.01301542 -.01301542 -.01301542 -7.699e-12
japan_un_friend | .06002858 .06002858 .06002858 3.551e-11
uk_un_friend |-.05755644 -.05755644 -.05755644 -3.405e-11
france_un_friend |-.01522407-.01522407 -.01522407 -9.005e-12
y_colony | .00635396 .00635396 .00635396 3.759e-12
_cons | 5.6252101 5.6252101 5.6252101 3.327e-09
---------+--------------------------------------------------------------------
. use http://www.stata.com/data/jwooldridge/eacsap/mroz
. tobit hours nwifeinc educ exper expersq age kidslt6 kidsge6, ll(0)
Tobit regression Number of obs = 753
LR chi2(7) = 271.59
Prob > chi2 = 0.0000
Log likelihood = -3819.0946 Pseudo R2 = 0.0343
------------------------------------------------------------------------------
hours | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
nwifeinc | -8.814243 4.459096 -1.98 0.048 -17.56811 -.0603724
educ | 80.64561 21.58322 3.74 0.000 38.27453 123.0167
exper | 131.5643 17.27938 7.61 0.000 97.64231 165.4863
expersq | -1.864158 .5376615 -3.47 0.001 -2.919667 -.8086479
age | -54.40501 7.418496 -7.33 0.000 -68.96862 -39.8414
kidslt6 | -894.0217 111.8779 -7.99 0.000 -1113.655 -674.3887
kidsge6 | -16.218 38.64136 -0.42 0.675 -92.07675 59.64075
_cons | 965.3053 446.4358 2.16 0.031 88.88528 1841.725
-------------+----------------------------------------------------------------
/sigma | 1122.022 41.57903 1040.396 1203.647
------------------------------------------------------------------------------
Obs. summary: 325 left-censored observations at hours<=0
428 uncensored observations
0 right-censored observations
. dtobit, brief
------------------------------------------------------------------------------
| Marginal Effects at Means
|--------------------------------------------------------------------
| Latent Unconditional Conditional on Probability
Name | Variable Expected Value being Uncensored Uncensored
---------+--------------------------------------------------------------------
nwifeinc | -8.8142429 -5.326442 -3.7461394 -.00302624
educ | 80.645606 48.734094 34.275171 .02768846
exper | 131.5643 79.504232 55.916113 .04517063
expersq | -1.8641576 -1.1265094 -.79228521 -.00064003
age | -54.405011 -32.876918 -23.122662 -.01867915
kidslt6 | -894.02174 -540.25683 -379.96798 -.30694898
kidsge6 | -16.217996 -9.8005258 -6.8928069 -.00556821
_cons | 965.30528 583.33344 410.26418 .33142311
---------+--------------------------------------------------------------------
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