Friday, February 03, 2006

st: inteff tobit

Dear,

How can I correctly compute an interaction effect in a Tobit model?

On 14 Jan 2005, May Boggess provided an example (see http://www.stata.com/statalist/archive/2005-01/msg00264.html).

However, using the exact same code:

clear sysuse auto tobit mpg len, ll(20) predict xb,xb predict p, pr(20,.) /* Probability Uncensored */

gen myp = norm(-((20-xb)/_b[_se])) sum p myp

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I get the following error message: . gen myp = norm(-((20-xb)/_b[_se])) [_se] not found r(111);

end of do-file r(111);

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Is this error message due to different versions of Stata? I am using Stata 9.1 for Windows.

Any suggestions or alternative approaches would be greatly appreciated.

Many thanks, Bart

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