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st: Box-Cox Marginal Effects?
I am running a LHS only Box-Cox model and I am interested in getting the correct marginal effects and corresponding standard errors. A recent paper by Jason Abrevaya (Econometric Reviews, 2002) suggests several methods to doing so (a "smearing technique" and a numerical integration technique). Has anyone seen any stata code for calculating such marginal effects?
Many thanks,
Sonia Laszlo
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