Marginal Effects for Interaction Term and also Square Term in Tobit Random Effects Regression Model

[Sagnik Bagchi]

Hello,

Is there any way to compute the marginal effects of non-linear terms in a Tobit RE regression model.

I have followed the Norton, Wang and Ai (2004) paper, where it says it cannot be computed.

Thanks,

Sagnik

[Richard Williams]

At least the way Stata does things, there is no such thing as a marginal effect of an interaction term or a squared term. See Vince Wiggins' excellent discussion at

https://www.stata.com/statalist/arch.../msg00293.html

[Sagnik Bagchi]

Thank you very much