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RE: st: Defining observation specific truncation points with truncreg


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Defining observation specific truncation points with truncreg
Date   Thu, 30 Sep 2004 22:29:26 -0500

Suppose, in the auto dataset, domestic observations are truncated at 17
while foreign observations are truncated at 18. I believe you could do the
following:


. sysuse auto
(1978 Automobile Data)

. gen trunc = cond(foreign == 0,17, 18)

. truncreg mpg price, ll(trunc) nolog
(note: 20 obs. truncated)

Truncated regression
Limit:   lower =      trunc                             Number of obs =
54
         upper =       +inf                             Wald chi2(1)  =
0.62
Log likelihood = -150.79259                             Prob > chi2   =
0.4312

----------------------------------------------------------------------------
--
         mpg |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
eq1          |
       price |  -.0015613   .0019834    -0.79   0.431    -.0054486
.0023261
       _cons |    19.6171   10.84309     1.81   0.070    -1.634962
40.86917
-------------+--------------------------------------------------------------
--
sigma        |
       _cons |   9.881807   3.537671     2.79   0.005       2.9481
16.81551
----------------------------------------------------------------------------
--

Hope this helps,
Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Eric Sevigny
> Sent: Thursday, September 30, 2004 5:07 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Defining observation specific truncation points with
> truncreg
> 
> Right, but what if I have ll(10) for 1997 and ll(20) for 1996 and want to
> model these different truncation points? Can I do that with truncreg?
> 

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