Why Does This Not Work

 My error is that 'Name tr is not declared'  tr.Rollback() I tried moving the 'Dim tr As SqlTransaction' outside the try but then I get 'Variable tr is used before it si assinged a value'.

What is the correct way?
        Try
            conn.Open()
            Dim tr As SqlTransaction
            tr = conn.BeginTransaction()
            cmdInsert1.Transaction = tr
            cmdInsert1.ExecuteNonQuery()
            cmdInsert2.Transaction = tr
            cmdInsert2.ExecuteNonQuery()
            cmdInsert3.Transaction = tr
            cmdInsert3.ExecuteNonQuery()
            tr.Commit()
        Catch objException As SqlException
           tr.Rollback()
            Dim objError As SqlError
            For Each objError In objException.Errors
                Response.Write(objError.Message)
            Next
        Finally
            conn.Close()
        End Try