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RE: st: tobit with changing censor pts


From   "Janet S. Netz" <netz@applecon.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: tobit with changing censor pts
Date   Mon, 24 Jun 2002 09:30:25 -0400

Thanks much.

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of William Gould
> Sent: Monday, June 24, 2002 9:13 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: tobit with changing censor pts
>
>
> 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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