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From |
"Reza Daniels" <reza_daniels@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Tobit using svy commands |

Date |
Tue, 2 Mar 2004 14:50:51 -0800 |

Dear Adam, Be sure when using -svyintreg- that you are aware of the differences between a standard Tobit model (for example, in Greene WH, 2000: "Econometric Analysis 4th Edition", Pg 911) and the interval regression model for which -svyintreg- was written (see Stata manuals). In addition, note that when incorporating complex survey design features into your model, it no longer becomes possible to interpret the coefficients of the -svyintreg- results in the same way as a Tobit model (see also Maddala, 1983, Pg 160), since your likelihood function becomes a pseudo likelihood. My former colleague and I have used -svyintreg- to estimate an earnings function where the dependant variable (income) was grouped into intervals (e.g. $1000-$2000), had actual (point) observations and zero (left censored) observations. The strength of -svyintreg- is that all of these data types can be accommodated, but in doing so the model changes to a generalisation of the Tobit model and the equations differ in important ways. Reza C. Daniels Ph.D. Candidate, School of Economics University of Cape Town, South Africa -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Adam Jayson Sonfield Sent: 02 March 2004 12:42 To: statalist@hsphsun2.harvard.edu Subject: st: Tobit using svy commands Dear Statalist: I am trying to run a Tobit model regression using the svy commands in Stata 8, and I'm having trouble figuring out how to do this correctly. My dependent variable is an expenditures variable; most of the values are zero, but a third or so are in dollars greater than zero. A Tobit model seems like the right choice. Given the design of the survey, I need to use the svy commands. As best as I can tell, I should be using the "svyintreg" command. But that command requires me to use two dependent variables, and I don't understand what Stata's help file is telling me to do. Is my real dependent variable the first or the second of these two variables? And what should the other one be? Thank you for your help. --AJS * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Tobit using svy commands***From:*Adam Jayson Sonfield <ajs36@georgetown.edu>

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