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st: Tobit in Stata vs. Limdep


From   frone@ria.buffalo.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Tobit in Stata vs. Limdep
Date   Mon, 7 Jul 2003 21:47:03 -0400

I forgot to mention that I'm using windows versions of both Stata/SE 8 and 
Limdep 8.
----------------------
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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