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st: dtobit error with some datasets but not others


From   "Joana Quina" <joana.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: dtobit error with some datasets but not others
Date   Wed, 12 Apr 2006 10:01:50 +0100

I am having trouble using -dtobit- for some datasets but not others. I
have already corrected the dtobit ado file as suggested in the posting
http://www.stata.com/statalist/archive/2005-06/msg00294.html.

"change line 40 of -dtobit- from:

*scalar `sigma' = _b[_se]
to
scalar `sigma' = _b[/sigma]"

-dtobit- seems to be working fine when I try an example from
Wooldridge (2002), as described in
http://www.ats.ucla.edu/stat/stata/examples/eacspd/chapter16.htm.
However, when I try it with one of my datasets I get the error [_se]
not found. However, it works fine as dtobit, brief censor.
When I try another of my datasets I have no problem.

I have included my output below.

Any help would be much appreciated.

Thanks and regards,
Joana

. tobit basic_edu_prop lpop lgdp_pc_ppp sw_open polity_n pts_s_n
corrupt milm_j us
> _un_friend japan_un_friend uk_un_friend france_un_friend y_colony, ll(0)

Tobit regression                                  Number of obs   =         27
                                                  LR chi2(12)     =      21.87
                                                  Prob > chi2     =     0.0391
Log likelihood =  -54.81487                       Pseudo R2       =     0.1663

------------------------------------------------------------------------------
basic_edu_~p |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        lpop |   -.360373   1.218181    -0.30   0.771    -2.956864    2.236118
lgdp_pc_ppp |   1.397576   1.563423     0.89   0.385    -1.934781    4.729933
     sw_open |  -1.255893   2.129688    -0.59   0.564    -5.795216    3.283431
    polity_n |  -.2126852   .2969647    -0.72   0.485    -.8456506    .4202801
     pts_s_n |   2.498447   1.372578     1.82   0.089    -.4271344    5.424028
     corrupt |  -2.417395   .9287006    -2.60   0.020    -4.396874   -.4379165
      milm_j |   .4366181   1.095545     0.40   0.696    -1.898481    2.771717
us_un_friend |  -.0043474   .2777796    -0.02   0.988    -.5964206    .5877259
japan_un_f~d |  -3.184145   1.457518    -2.18   0.045    -6.290771   -.0775182
uk_un_friend |  -1.286873   1.692384    -0.76   0.459    -4.894104    2.320358
france_un_~d |   3.560504   1.825879     1.95   0.070    -.3312645    7.452272
    y_colony |  -.1479806   .0835515    -1.77   0.097    -.3260663    .0301051
       _cons |   110.4901   115.7913     0.95   0.355    -136.3133    357.2935
-------------+----------------------------------------------------------------
      /sigma |   3.501857   .5925446                      2.238878    4.764836
------------------------------------------------------------------------------
  Obs. summary:          8  left-censored observations at basic_edu_prop<=0
                        19     uncensored observations
                         0 right-censored observations

.
.
. dtobit, brief
[_se] not found
r(111);



. dtobit, brief censor

------------------------------------------------------------------------------
         | Marginal Effects at Observed Censoring Rate
         |--------------------------------------------------------------------
         |   Latent      Unconditional     Conditional on      Probability
  Name   |  Variable     Expected Value    being Uncensored    Uncensored
---------+--------------------------------------------------------------------
    lpop | -.36037296      -.25359579        -.17864984        -.03557883
lgdp_pc_ppp | 1.3975759     .98347934         .69282865         .13797961
sw_open*| -1.2558926      -.88377626        -.62259113        -.12399152
polity_n | -.21268524      -.14966739        -.10543572        -.02099795
pts_s_n |  2.4984468       1.7581663           1.23857         .24666618
corrupt |  -2.417395      -1.7011298        -1.1983897        -.23866411
  milm_j |  .43661806       .30724974         .21644728         .04310634
us_un_friend |-.00434739   -.00305927        -.00215516        -.00042921
japan_un_friend |-3.1841446-2.2406944         -1.578495        -.31436363
uk_un_friend | -1.286873   -.90557727        -.63794922        -.12705015
france_un_friend | 3.5605036 2.5055396        1.7650697         .35152072
y_colony | -.14798061       -.1041345        -.07335931         -.0146098
   _cons |   110.4901        77.75229         54.773915         10.908445
---------+--------------------------------------------------------------------
(*) dF/dx is for discrete change of dummy variable from 0 to 1






**Another dataset


. tobit lc_dac_pc1 lpop lgdp_pc_ppp elrsacw polity_n pts_s_n corrupt
milm_j us_un_
> friend japan_un_friend uk_un_friend france_un_friend y_colony , ll(0)

Tobit regression                                  Number of obs   =         99
                                                  LR chi2(12)     =     135.99
                                                  Prob > chi2     =     0.0000
Log likelihood = -72.704573                       Pseudo R2       =     0.4833

------------------------------------------------------------------------------
  lc_dac_pc1 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        lpop |  -.5650528    .059203    -9.54   0.000    -.6827252   -.4473805
lgdp_pc_ppp |  -.0869744   .0847644    -1.03   0.308    -.2554528     .081504
     elrsacw |  -.1654483   .1547859    -1.07   0.288    -.4731019    .1422054
    polity_n |  -.0169189   .0210876    -0.80   0.425    -.0588327    .0249949
     pts_s_n |   .0769045   .0710294     1.08   0.282    -.0642742    .2180833
     corrupt |  -.0658932   .0306365    -2.15   0.034    -.1267866   -.0049999
      milm_j |  -.0031017   .0018857    -1.64   0.104    -.0068498    .0006463
us_un_friend |  -.0130154   .0190861    -0.68   0.497    -.0509511    .0249203
japan_un_f~d |   .0600286   .0297403     2.02   0.047     .0009165    .1191406
uk_un_friend |  -.0575564   .0387375    -1.49   0.141    -.1345514    .0194385
france_un_~d |  -.0152241   .0311973    -0.49   0.627    -.0772321    .0467839
    y_colony |    .006354   .0036644     1.73   0.086    -.0009293    .0136373
       _cons |    5.62521   2.805552     2.01   0.048     .0488727    11.20155
-------------+----------------------------------------------------------------
      /sigma |    .501144   .0361867                       .429219     .573069
------------------------------------------------------------------------------
  Obs. summary:          2  left-censored observations at lc_dac_pc1<=0
                        97     uncensored observations
                         0 right-censored observations




. dtobit, brief

------------------------------------------------------------------------------
         | Marginal Effects at Means
         |--------------------------------------------------------------------
         |   Latent      Unconditional     Conditional on      Probability
  Name   |  Variable     Expected Value    being Uncensored    Uncensored
---------+--------------------------------------------------------------------
    lpop | -.56505284      -.56505284        -.56505284        -3.342e-10
lgdp_pc_ppp |-.08697438    -.08697438        -.08697438        -5.145e-11
elrsacw | -.16544828      -.16544828        -.16544828        -9.787e-11
polity_n | -.01691889      -.01691889        -.01691889        -1.001e-11
pts_s_n |  .07690454       .07690454         .07690454         4.549e-11
corrupt | -.06589323      -.06589323        -.06589323        -3.898e-11
  milm_j | -.00310172      -.00310172        -.00310172        -1.835e-12
us_un_friend |-.01301542   -.01301542        -.01301542        -7.699e-12
japan_un_friend | .06002858 .06002858         .06002858         3.551e-11
uk_un_friend |-.05755644   -.05755644        -.05755644        -3.405e-11
france_un_friend |-.01522407-.01522407       -.01522407        -9.005e-12
y_colony |  .00635396       .00635396         .00635396         3.759e-12
   _cons |  5.6252101       5.6252101         5.6252101         3.327e-09
---------+--------------------------------------------------------------------


. use http://www.stata.com/data/jwooldridge/eacsap/mroz

. tobit hours nwifeinc educ exper expersq age kidslt6 kidsge6, ll(0)

Tobit regression                                  Number of obs   =        753
                                                  LR chi2(7)      =     271.59
                                                  Prob > chi2     =     0.0000
Log likelihood = -3819.0946                       Pseudo R2       =     0.0343

------------------------------------------------------------------------------
       hours |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    nwifeinc |  -8.814243   4.459096    -1.98   0.048    -17.56811   -.0603724
        educ |   80.64561   21.58322     3.74   0.000     38.27453    123.0167
       exper |   131.5643   17.27938     7.61   0.000     97.64231    165.4863
     expersq |  -1.864158   .5376615    -3.47   0.001    -2.919667   -.8086479
         age |  -54.40501   7.418496    -7.33   0.000    -68.96862    -39.8414
     kidslt6 |  -894.0217   111.8779    -7.99   0.000    -1113.655   -674.3887
     kidsge6 |    -16.218   38.64136    -0.42   0.675    -92.07675    59.64075
       _cons |   965.3053   446.4358     2.16   0.031     88.88528    1841.725
-------------+----------------------------------------------------------------
      /sigma |   1122.022   41.57903                      1040.396    1203.647
------------------------------------------------------------------------------
  Obs. summary:        325  left-censored observations at hours<=0
                       428     uncensored observations
                         0 right-censored observations


. dtobit, brief

------------------------------------------------------------------------------
         | Marginal Effects at Means
         |--------------------------------------------------------------------
         |   Latent      Unconditional     Conditional on      Probability
  Name   |  Variable     Expected Value    being Uncensored    Uncensored
---------+--------------------------------------------------------------------
nwifeinc | -8.8142429       -5.326442        -3.7461394        -.00302624
    educ |  80.645606       48.734094         34.275171         .02768846
   exper |   131.5643       79.504232         55.916113         .04517063
expersq | -1.8641576      -1.1265094        -.79228521        -.00064003
     age | -54.405011      -32.876918        -23.122662        -.01867915
kidslt6 | -894.02174      -540.25683        -379.96798        -.30694898
kidsge6 | -16.217996      -9.8005258        -6.8928069        -.00556821
   _cons |  965.30528       583.33344         410.26418         .33142311
---------+--------------------------------------------------------------------

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