[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: threshold tobit command |

Date |
Sat, 28 Jul 2007 07:18:11 -0400 |

I am not familiar with that article. Is the parameter 'a' global, applying to all individuals, or is it individual-specific? A model with a censoring point differing among individuals is estimated with - cnreg-. You might want to look at the manual's description of that command.

Kit Baum, Boston College Economics and DIW Berlin

http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata:

http://www.stata-press.com/books/imeus.html

On Jul 28, 2007, at 2:33 AM, Mahabir wrote:

Does anyone know the command to estimate Eaton's and Tamura's (1994)

threshold tobit model?

This is a variant of the standard tobit model where the dependent

variable is specified as ln(a+V) and 'a' is a threshold parameter, which

is estimated in addition to the constant term among the right hand side

variables. The threshold parameter 'a' is assumed to be the amount of

trade that is lost in transit or the amount that 'melts away'. If 'a'=0

, we are back to the standard tobit. If 'a'>0, then explanatory

variables for V must achieve a minimum threshold value before strictly

positive values of V occur (Eaton and Tamura, pp 490)

The commands 'tobit' and 'dtobit' in stata only give the standard tobit

estimates. Is there any command or options that one needs to add to

obtain the threshold tobit estimates?

* * 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/

- Prev by Date:
**st: Bivariate Tobit** - Next by Date:
**SPAM (22.3) Good summer, dude** - Previous by thread:
**st: Bivariate Tobit** - Next by thread:
**SPAM (22.3) Good summer, dude** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |