st: Re:tobit model robust standard errors and marginal effects

["Zou Hong" <hzou@ln.edu.hk>]

Dear All,

I want to report the results from estimating a Tobit model (left censored at 
zero) using robust standard errors and marginal effects (which by default 
are evaluated at the sample mean of variables).

I have done a search and found that somebody suggesting using "intreg" to 
get the robust standard errors and p-values. For marginal effects, somebody 
suggested using dtobit, dtobit2 and/or mfx. However, it seems these routines 
do not allow for the use of robust standard errors.

I wonder how I can report a Tobit model using robust standard errors and 
marginal effects at the same time? Can I use "intreg" and request "robust" 
option, followed by "mfx"?

Many thanks
Hong Zou

----- Original Message ----- 
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, August 08, 2007 4:27 AM
Subject: RE: st: RE: mlogit problem with "predict"



> -stripplot- from SSC will let you
> compare variables in groups.
>
> stripplot pc1-pc4, by(tax)
>
> gives you one graph, not four. See
> the help for further options.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Maarten buis
>
> > --- Sheela Athreya <athreya@neo.tamu.edu> wrote:
> > > The idea that maybe I have an (almost) perfect prediction occurred
> > > to me too, but I don't know how to investigate it. Perhaps there is
> > > an equivalent test to -tab tax pc- that allows me to look at
> > > quantitative variables for anything that is off?
> >
> > One option is to look at dotplots:
> > dotplot pc1, over(tax) median
> > dotplot pc2, over(tax) median
> > dotplot pc3, over(tax) median
> > dotplot pc4, over(tax) median
> >
> > They give you simultaneously an idea about the strength of the
> > association and the number of observations in each category.
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/