Hi,
I'm trying to calculate economic significance from a censored (Tobit) regression with multiple imputation according to this definition:
"Economic significance is indicated by the predicted change in the dependent variable from a movement from the tenth to the ninetieth percentile in the independent variable as a percentage of the mean of the dependent variable".
So far I have the following code (with y being my dependent variable, and x being my independent variable(s)):
mi register y x
mi impute mvn y x, add(10)
mi estimate, cmdok post: tobit y x, ll(0) ul(1) vce(robust)
I have tried using the following code (which works without mi estimate) immediately after the above:
sum y, meanonly
local y=r(mean)
margins, expression(predict(ystar(0,1))/`y_m') at((p10) x) at((p90) x) contrast(atcontrast(ar._at) marginswithin) atmeans
But I get the error:
e(sample) does not identify the estimation sample
Any help would be very much appreciated! :-)
Best regards,
Valdemar
Related Posts with Calculate economic significance for censored (Tobit) regression with multiple imputation
Unexpected results from -nicenum-I've noticed some behaviour with -nicenum- that strikes me as odd. Specifically, the results that it…
comparing student ability using test scoresHello Suppose I got exam scores for students from different classes of different grades in a school…
Diagnostic accuracy / 95% confidence intervalsHello, I have a case control study with a binary outcome (disease/no disease) and two clinical diag…
Diff in Diff, post vs date fixed effectHi, I have 2 groups (1 treated), and data at the daily level. The treatment occurs on a specific da…
two way or one way fixed effect modelHello! I am writing my master thesis on the effect of implementing GSCM practices on financial perfo…
Subscribe to:
Post Comments (Atom)
0 Response to Calculate economic significance for censored (Tobit) regression with multiple imputation
Post a Comment