Friday, February 03, 2006

st: RE: inteff tobit

I believe it should be "/sigma" not "_se".

For example:

. sysuse auto (1978 Automobile Data)

. qui tobit mpg len, ll(20)

. qui sum len

. local meanlen=r(mean)

. nlcom normden(-((20-(_b[len]*`meanlen'+_b[_cons]))/_b[/sigma]))*(_b[len]/_b[/sigma ])

_nl_1: normden(-((20-(_b[len]*187.9324324324324+_b[_cons]))/_b[/sigma]))*(_b[len]/_ b[/sigma])

--------------------------------------------------------------------------- mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] ----------+---------------------------------------------------------------- _nl_1 | -.0254299 .0034924 -7.28 0.000 -.0323903 -.0184694 ---------------------------------------------------------------------------

. mfx, predict(pr(20,.))

Marginal effects after tobit y = Pr(mpg>20) (predict, pr(20,.)) = .45630887 ---------------------------------------------------------------------------- variable | dy/dx Std. Err. z P>|z| [ 95% C.I. ] X ---------+------------------------------------------------------------------ length | -.0254299 .00349 -7.28 0.000 -.032275 -.018585 187.932 ----------------------------------------------------------------------------

Hope this helps, Scott

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Bart Vanneste > Sent: Friday, February 03, 2006 5:49 AM > To: statalist@hsphsun2.harvard.edu > Subject: 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 > > ---------- > > 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 > >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


Tag:




<< Home

This page is powered by Blogger. Isn't yours?