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st: Box-Cox Marginal Effects?


From   "Sonia Laszlo, Prof." <[email protected]>
To   <[email protected]>
Subject   st: Box-Cox Marginal Effects?
Date   Mon, 23 Oct 2006 20:01:59 -0400

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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