--- Marco Vel�stegui Andrade <[email protected]> wrote:
> Is someone knows the commands to estimate a two-limit tobit model,
> its marginal effects and to test for heteroscedasticity.
The command is called -intreg-, and you can get marginal effects using
-mfx-, notice that there are multiple types of marginal effects,
depending whether you want the effect on the latent variable, the
observed variable. The first -mfx- command gives the marginal effects
on the latent variable (and is superfluous as will always give the same
estimates as -intreg-), and the second -mfx- command gives you the
marginal effect on the observed variable. I don't know any test for
heteroscedasticity in this context, but I do know that you should first
make certain that the effects of your explanatory variable have the
correct functional form.
-- Hope this helps,
Maarten
*---------------- begin example --------------------------
sysuse nlsw88, clear
gen ln_w = ln(wage)
// create a new variable
// censored from below at 1.15
// censored from above at 2.5
gen lb = cond(ln_w < 1.15, . , /// lower lb is -infty
cond(ln_w > 2.5, 2.5, /// upper lb is 2.5
ln_w)) /// in between ln_w
gen ub = cond(ln_w < 1.15, 1.15 , /// lower ub is 1.15
cond(ln_w > 2.5, ., /// upper ub is infty
ln_w)) /// in between ln_w
intreg lb ub ttl_exp tenure grade age union
mfx
mfx, predict(ystar(1.15,2.5))
*------------------ end example --------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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