Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: mfx failing with tobit? |
Date | Tue, 25 Mar 2014 16:42:40 +0000 |
Maarten has already addressed this directly. As tobit is a linear predictor, the derivatives are equal to the coefficients of the predictors. It's like asking: if I differentiate the equation of a hyperplane, will I get more information out? No; the information is already given in the coefficients. Nick njcoxstata@gmail.com On 25 March 2014 16:34, Roger Cremades Rodeja <ecosafor@gmail.com> wrote: > using stata 12, and trying to obtain the marginal estimates after a > Tobit regression, I write: > > tobit indepvar depvar1 depvar2 .. depvar9, ll > margins, dydx (*) > > the second command is supposed to provide the "estimate marginal > effect of variables in varlist", after checking the help of margins, > but I only get again the same coefficients as in the Tobit > regressions, but labelled as dy/dx > > I do not know what should I do to obtain the marginal estimates of a > Tobit, I understood that was the right way, 2014-03-17 17:30 GMT+01:00 Roger Cremades Rodeja <ecosafor@gmail.com>: >> it was extremely helpful, I will see what can I do with stata 10, or >> use the 12th of a colleague, 2014-03-17 14:26 GMT+01:00 Maarten Buis <maartenlbuis@gmail.com>: >>> -mfx- is a general purpose program, so it needs to choose a default >>> outcome for which to compute the derivative. It chooses that default >>> to be the default chosen for the predict option of the command, which >>> in the case of -tobit- happens to be the linear predictor. So the >>> default marginal effect computed for -tobit- is just the coefficients. >>> If you want to change that, you need to specify the -predict()- option >>> to whatever outcome you are interested in. >>> >>> Notice however, that since you did not specify the version of Stata >>> you are using we must, per the Statalist FAQ, assume you use the >>> latest version of Stata (13). In that case the -mfx- command is >>> hopelessly outdated, and you should use the -margins- command instead. On Mon, Mar 17, 2014 at 11:13 AM, Roger Cremades Rodeja >>>> after running a Tobit regression, I introduce the mfx command and >>>> surprisingly I get exactly the same coefficient estimates I had from the >>>> regression, although labelled as dy/dx. Does anybody had a similar problem? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/