Hi all,

I am trying to estimate the marginal effect of the regressors on the probability of an uncensored outcome in a tobit model using the cmp module. When using the regular tobit command in Stata this can be accomplished by:

Code:
sysuse auto.dta
tobit mpg trunk weight, ll(17) 
margins, dydx(trunk weight) predict(pr(17,.)) atmeans
I had guessed that the analogous code in cmp would be:

Code:
sysuse auto.dta
cmp (mpg=trunk weight), ind("cond(mpg>17, $cmp_cont, $cmp_left)" )
margins, dydx(trunk weight) predict(pr(17 .)) atmeans
However, these give very different results for the marginal effects. I am fairly certain that in cmp the option "pr" assumes the variance of the error term is 1, as it is in a probit model (the cmp help documentation only refers to probit in its discussion of the pr option, but I had hoped it could be used for a tobit as well).

I'm wondering if there was some other way of getting these marginal effects?

Cheers,

Peter