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
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