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

Author

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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.

Suggested Citation

  • Drichoutis, Andreas, 2011. "(Re)estimating marginal changes after “truncreg” and “tobit” in Stata," MPRA Paper 33252, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:33252
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    File URL: https://mpra.ub.uni-muenchen.de/33252/1/MPRA_paper_33252.pdf
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    More about this item

    Keywords

    Stata; mfx; tobit; truncreg; marginal effects; truncated regression; censored regression;
    All these keywords.

    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; Threshold Regression Models

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