```Date: Thu, 7 Dec 2006 14:39:13 -0700 Reply-To: Tomas Nilsson Sender: "SAS(r) Discussion" From: Tomas Nilsson Subject: Re: Tobit (w/ proc qlim): computing marginal effects In-Reply-To: <1165519394.510867.35990@16g2000cwy.googlegroups.com> Content-Type: text/plain; charset=ISO-8859-1; format=flowed Hello Shiling, Thanks for the response. Yepp, the marginal statement works (funny that I didn't find this statement when searching for the words "marginal" and "tobit" in SAS help manual search module). I was really looking for the marginal effects evaluated at the mean values of the covariates (e.g. Wooldridge's example pp. 527). I will do it myself then. All the best, Tomas On 12/7/06, shiling99@yahoo.com wrote: > > There is an option on OUTPUT statement. Or you can > calculation it yourself. > > Attached below is an example. > > For details you may refere Greene's paper "Marginal Effects in the > Censored Regression Model". > > HTH. > > data t1; > do i = 1 to 2000; > x=rannor(123900); > y=3+3*x+rannor(123900); > if y>=5 then y=5; > else if y<=0 then y=0; > censor=(y=5 or y=0); > output; > end; > run; > > proc sort data=t1; by y;run; > > proc freq data=t1; > table censor; > run; > ods output ParameterEstimates=para; > > proc qlim data=t1; > model y = x; > endogenous y ~ CENSORED(lb=0 ub=5); > output out=t2 MARGINAL; > run; > > data _null_; > set para; > call symput(Parameter,compress(put(Estimate,best.))); > run; > > %put >>&intercept &x &_sigma<<; > > data t3; > set t2; > Ystar=&intercept + &x*x; > IF Ystar>=5 then prob = SDF('NORMAL',5,Ystar,&_sigma); > else if Ystar<=0 then prob = CDF('NORMAL',0,Ystar,&_sigma); > else prob = > CDF('NORMAL',5,Ystar,&_sigma)-CDF('NORMAL',0,Ystar,&_sigma); > if 0 else marginal=&x*(1-prob); > d=round(Meff_x,0.00001)-round(marginal,0.00001) ; > run; > > proc print; > var x y censor Meff_x marginal d Ystar prob ; > run; > > > > Tomas Nilsson wrote: > > Hello, > > I've estimated a Tobit model and about to compute the marginal effects ( > e.g. > > equation (16.16) in Wooldridge (p. 523). Unless my right eye betrays me > > however, there is no "easy default option" in SAS to compute the > marginal > > effects in the proc qlim statement. Am I correct? > > > > Cheers, > > > > Tomas > ```

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