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st: Tobit in Stata vs. Limdep


From   [email protected]
To   [email protected]
Subject   st: Tobit in Stata vs. Limdep
Date   Mon, 7 Jul 2003 21:44:04 -0400

I've run a tobit analysis using Stata and Limdep.  However, the 
coefficients (and z-tests) are quite different.  Has any one done such a 
comparison and can shed light on why this might happen?  Just as a 
secondary check, I dichotomized the outcome and ran a probit in both 
programs and obtained Identical results.

Mike Frone
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