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Thx Glenn!

Dear all, dealing with a truncated dependent variable, I run several tobit-regressions using Eviews 6.0. Fortunately, my results are robust against different starting values. To check that, I used several options to determine these values, starting with "Eviews Supplied" and then testing &...

Hello, the discussion "Marginal effects in Tobit Model" in this forum dealt with the calculation of marginal effects in truncated tobit models. Thanks to the Glenn's instructions, I computed the average partial effects as mentioned in Wooldridge (2009, 591) rather than compiling the margin...

Dear QMS Glenn,

thank you very much for your detailed answer to my problem. Unfortunately, I currently do not have the time to implement your recommendations. However, as soon as I find some time I'll figure it out.

In case of additional questions, may I ask for your help again?

Cheers

Hello, thank you for your reply. Indeed, I am interested in the marginal effects of the dependent variable, not in these of the latent one. My dependent variable is truncated, with a lower limit of 0 and an upper bound of 1 since I estimate proportions. Furthermore, I assume a normally distributed d...

Hello, I am currently working on a tobit model since my dependent variable is truncated. Fortunately, my model turns out to be highly significant. However, I am looking for a way to compute the marginal effects of the independent variables since the estimates are rather difficult to interpret. Does ...