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

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  • Drichoutis, Andreas

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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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 33252.

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Date of creation: 23 Mar 2011
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Handle: RePEc:pra:mprapa:33252

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Keywords: Stata; mfx; tobit; truncreg; marginal effects; truncated regression; censored regression;

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