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

Andreas Drichoutis

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Stata; mfx; tobit; truncreg; marginal effects; truncated regression; censored regression (search for similar items in EconPapers)
JEL-codes: C13 C24 (search for similar items in EconPapers)
Date: 2011-03-23
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/33252/1/MPRA_paper_33252.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:33252

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().