I am using the "margins" command following a Tobit model and I would love to know if there is a test statistic that I can use to compare the values of the marginal effects.
Below is the Tobit regression:
Code:
tobit io_for_us_t1 treat#post logfirmage yearlyreturn roa lnmv shareprice lnreturnvolatility lnturnover i.fyear, ll(0)
Code:
margins, dydx(treat) at(post=(0,1)) vsquish
To me it seems that going from post=0 to post=1 is not statistically different. How do I test this?
Thank you.
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