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Re: st: tobit with changing censor pts


From   wgould@stata.com (William Gould)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: tobit with changing censor pts
Date   Mon, 24 Jun 2002 08:13:24 -0500

Janet Netz" <netz@applecon.com> wrtoe, 

> I have a series of observations that are censored in two ways:  if an
> observation is censored, it may be censored from below or censored from
> above (I observe which type of censoring occurs).
>
> I cannot use the regular tobit command, because it requres that there be the
> same censoring point for each observation.  (That is, it calls for a number
> parameter.)  For each censored observation, the censor point varies (again,
> I observe what the censor point is).

The command you want is -cnreg-; see [R] tobit in the manual.  

-cnreg- allows you to specify observation-by-observation if the outcome is
censored and, if so, whether it is censored from above or below.
You type 

        . cnreg <yvar> <x variables>, censored(<markervar>)

You must create <markervar> containing 0, -1, and 1.  <yvar> and <markervar>
are interpreted jointly,

       <yvar>   <markervar>
            5             0      value y=5 was observed
            3            -1      left censoring; y <= 3
            2             1      right censoring; y>=2 

You could also estimate the model using -intreg-,  which has yet a different
syntax:

        . intreg y1 y2 <x variables>

In this case, you must create variables y1 and y2 bounding the outcome:

         y1              y2      
          5               5     value y=5 was observed 
          .               3     left censoring; y <= 3
          2               .     right censoring; y>=2

-intreg- will also allow interval censoring:

         y1              y2      
          2               4     interval censoring; 2<=y<=4 

In any case, -tobit-, -cnreg-, and -intreg- all estimate the same model.

-- Bill
wgould@stata.com
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