----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Monday, July 07, 2003 8:47 PM
Subject: st: Tobit in Stata vs. Limdep
> 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
>
Mike,
I do not have access to Limdep 8, however I can produce the same Tobit
results with Stata 8 and Limdep 7.
Scott-
Example:
. use http://www.ats.ucla.edu/stat/stata/webbooks/reg/acadindx
(max possible on acadindx is 200)
. tobit acadindx female reading writing, ul(200)
Tobit estimates Number of obs =
200
LR chi2(3) =
190.39
Prob > chi2 =
0.0000
Log likelihood = -718.06362 Pseudo R2 =
0.1171
----------------------------------------------------------------------------
--
acadindx | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
female | -6.347316 1.692441 -3.75
0.000 -9.684943 -3.009688
reading | .7776857 .0996928 7.80 0.000 .5810837
.9742877
writing | .8111221 .110211 7.36 0.000 .5937773
1.028467
_cons | 92.73782 4.803441 19.31 0.000 83.26506
102.2106
-------------+--------------------------------------------------------------
--
_se | 10.98973 .5817477 (Ancillary parameter)
----------------------------------------------------------------------------
--
Obs. summary: 184 uncensored observations
16 right-censored observations at acadindx>=200
TOBIT;Lhs=ACADINDX;Rhs=ONE,FEMALE,READING,WRITING;Limit=200;Upper$
+---------------------------------------------+
| Limited Dependent Variable Model - CENSORED |
| Maximum Likelihood Estimates |
| Dependent variable ACADINDX |
| Weighting variable ONE |
| Number of observations 200 |
| Iterations completed 4 |
| Log likelihood function -718.0636 |
| Threshold values for the model: |
| Lower=-infinity Upper= 200.0000 |
+---------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
Primary Index Equation for Model
Constant 92.73781960 4.8034407 19.307 .0000
FEMALE -6.347315691 1.6924410 -3.750 .0002 .54500000
READING .7776857346 .99692772E-01 7.801 .0000 52.230000
WRITING .8111221138 .11021102 7.360 .0000 52.775000
Disturbance standard deviation
Sigma 10.98973474 .58174773 18.891 .0000
*
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