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Re: st: correlation coefficient in the tobit model


From   SamL <saml@demog.berkeley.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: correlation coefficient in the tobit model
Date   Tue, 27 Feb 2007 13:59:06 -0800 (PST)

I'm going out on a limb here, as I have not used the tobit, but my
understanding of the tobit is that there would be two predicted values.
One predicted value would be the probability of the observation being
censored.  The other predicted value would be the expected (interval
level) value for the observation assuming it were not censored.

I'm on a limb because I presume one could calculate both predicted values
for every case in the dataset.  Afterwards, though, how might one
calculate the correlation between predicted value and actual value--the
censored observations will not have a "true" "as if it was non-censored"
value.  So, as I think about it, the challenge is what is the observed
value for censored cases--the usual reason one even estimates the tobit.

So, I guess that means, I am not sure what you would like to be able to
do.  But, I'm out here on a limb, and maybe someone else can talk me down.

Take care.
Sam



On Tue, 27 Feb 2007, lamia chourou wrote:

> Dear all,
>
> The xttobit command does not produce an adj. R-Sqd. or
> pseudo R-Sqd. Is there any cammand which gives the
> correlation coefficient between actual and predicted
> values of the dependent variable.
>
> Thank you,
> Lamia
>
>
>
>
>
>
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