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

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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Year of publication:	2011-03-23
Authors:	Drichoutis, Andreas
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Stata \| mfx \| tobit \| truncreg \| marginal effects \| truncated regression \| censored regression

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C13 - Estimation ; C24 - Truncated and Censored Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009294604