Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: re: tobit


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: re: tobit
Date   Fri, 6 May 2005 19:19:58 -0500

Wouldn't you want to use -clad- rather than simply -qreg- as the alternative
specification to account for the censoring?  -clad- will provide consistent
estimates in the presence of non-normality, heteroskedasticity, and
asymmetric errors.  It does, however assume that the errors have a zero
median. 

Hope this helps,
Scott

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Flora Au
> Sent: Friday, May 06, 2005 10:05 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: re: tobit
> 
> Hi everyone,
> 
> Thank you very much for those who reply to my last inquiy, now I have
> another one. I believe I posted this a couple days ago, however no reply
> on it yet. The question was is it any command that would test
> heteroscedacity or omitted variable for tobit model. One paper suggest to
> test the hetero with a hausman test. That is first test the model with the
> tobit then test the model with a -qreg- model. So the command read as
> follow:
> 
> quietly tobit eq_5d density degree non_cauc momage infant young mededu
> highedu medinc highinc service, ll(0)
> est store tob
> quietly qreg eq_5d density degree non_cauc momage infant young mededu
> highedu medinc highinc service
> hausman tob .
> 
> Does anyone know if this is correct to test hetero? If not, any
> suggestion?
> 
> Thank you,
> Flora
> 
> *
> *   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index