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.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | (Re)estimating marginal changes after “truncreg” and “tobit” in Stata |
| Language: | English |
| Keywords: | Stata; mfx; tobit; truncreg; marginal effects; truncated regression; censored regression |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C24 - Truncated and Censored Models ; Switching Regression Models ; Threshold Regression Models |
| Item ID: | 33252 |
| Depositing User: | Andreas Drichoutis |
| Date Deposited: | 09 Sep 2011 10:46 |
| Last Modified: | 27 Sep 2019 00:25 |
| References: | Greene, W.H. 2003. Econometric Analysis (5th ed.). Prentice Hall: New Jersey. Greene, W.H. 2007. Limdep version 9.0, Econometric modeling guide (Vol. 1). Econometric Software Inc.: Plainview, New York. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/33252 |
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