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

st: Threshold Tobit Command

From   "Mahabir Priydarshini" <>
To   <>
Subject   st: Threshold Tobit Command
Date   Mon, 30 Jul 2007 15:58:20 +0100

Apologies for the missing information!

The reference for the paper quoted below is:

Eaton, Jonathan, and Akiko Tamuta, 1994, "Bilateralism and regionalism
in Japanese and U.S. trade and direct foreign investment patterns."
Journal of Japanes and International economies 8: 478-510


Original message: 

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?

Many Thanks

This message has been checked for viruses but the contents of an attachment
may still contain software viruses, which could damage your computer system:
you are advised to perform your own checks. Email communications with the
University of Nottingham may be monitored as permitted by UK legislation.

*   For searches and help try:

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