(Re)estimating marginal changes after “truncreg” and “tobit” in Stata
AbstractIn 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 InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 33252.
Date of creation: 23 Mar 2011
Date of revision:
Stata; mfx; tobit; truncreg; marginal effects; truncated regression; censored regression;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-16 (All new papers)
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