Munich Personal RePEc Archive

(Re)estimating marginal changes after “truncreg” and “tobit” in Stata

Drichoutis, Andreas (2011): (Re)estimating marginal changes after “truncreg” and “tobit” in Stata.

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Abstract

In this note I show that a typo in Stata’s help file may have contributed in wrongly estimating marginal changes after truncated and censored regression models. This has significant implications for empirical practice and results from published studies may need to be reconsidered.

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