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Re: st: dtobit, outreg and "marginal effects conditional on being uncesored"
From
Marco Ercolani <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: dtobit, outreg and "marginal effects conditional on being uncesored"
Date
Fri, 16 Dec 2011 20:04:50 +0000
Can anyone suggest how I may use outreg (ver3) or outreg2 to produce
a table for the "marginal effects conditional on being uncensored" after
a Tobit regression?
Though the outreg2 documentation suggests it can output
the marginal effects, in practice it does not.
If I follow the commands in the outreg2 help file I get:
. sysuse auto, clear
(1978 Automobile Data)
. version 6: tobit mpg trunk weight, ll(17)
Tobit estimates Number of obs = 74
LR chi2(2) = 73.86
Prob > chi2 = 0.0000
Log likelihood = -163.74787 Pseudo R2 = 0.1840
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
trunk | -.1487203 .1477163 -1.01 0.317 -.4431875 .1457468
weight | -.0063328 .0008709 -7.27 0.000 -.008069 -.0045966
_cons | 41.90603 2.094632 20.01 0.000 37.73045 46.0816
-------------+----------------------------------------------------------------
_se | 3.822488 .3637359 (Ancillary parameter)
------------------------------------------------------------------------------
Obs. summary: 18 left-censored observations at mpg<=17
56 uncensored observations
. version 6: dtobit
equation sigma not found
r(111);
(I have tried various permutations of the above commands but I still
can't get tobit, dtobit and outreg2 to work together.)
gratefully,
Marco.
>I haven't looked but I suspect it's more likely that -outreg2-
>supports the syntax you want if -outreg- now does not.
>These are both user-written commands from SSC.
>Nick
>>On Thu, Dec 15, 2011 at 4:23 PM, Marco Ercolani <[email protected]> wrote:
>> outreg (version 1, 2001) had the following options for retrieving the "marginal effects conditional on being uncensored":
>> tobit depvar explvars, ll(0)
>> dtobit
>> outreg using Filename, margin(u)
>>
>> outreg (version 3, 2010) no longer has the "margin[(u|c|p)]" options so how can the commands above be achieved?
>> If the answer is to use the "margins" command after running a "tobit", how can one ensure that
>> "marginal effects conditional on being uncensored" are reported?
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