Friday, February 03, 2006
st: inteff tobit
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
I get the following error message: . gen myp = norm(-((20-xb)/_b[_se])) [_se] not found r(111);
end of do-file r(111);
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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