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Re: st: RE: continuous dependent variable with lots of zeros


From   "Eva Rueckert" <E.Rueckert@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: continuous dependent variable with lots of zeros
Date   Fri, 29 Nov 2002 15:33:47 -0000

My guess would be a Type III Tobit model. Trimming could be used 
to restore the zero mean condition of residuals. 

Better check it out yourself:
Honore et al."Estimation of Type 3 Tobit Models Using Symmetric 
Trimming and Pairwise Comparisons" J. Econometrics 76.

Eva
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Eva Rueckert
Centre for Economic Reform and Transformation
School of Management
Heriot-Watt University
Edinburgh EH14 4AS UK
Tel.: +44 (0)131 451 3625
Fax.: +44 (0)131 451 3296
URL:  http://www.som.hw.ac.uk/somer/
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