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Re: st: Re: Probit, Tobit Diagnostics


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Probit, Tobit Diagnostics
Date   Tue, 23 Sep 2008 08:50:38 -0500

At 07:55 PM 9/22/2008, Hari Gurung wrote:
Dear statalisters,
I am a self-taught new Sata user. I would appreciate your
help/suggestions on the following:

1. What diagnostics are generally (multicollinearity and normality?)
run on Tobit and Probit?
2. Do the diagnostics method differ for binomial and multinomial (say
trinomial) probit? A few good article or book references will be
great.
3. Stata command for running diagnositics on Tobit and Probit
variables. I explored for multicollinearity, but wasn't quite able to
figure out.
The multicollinearity Q comes up from time to time, e.g. see the thread that starts here:

http://www.stata.com/statalist/archive/2003-12/msg00333.html

The general agreement seems to be that multic is an issue on the right hand side of the model, e.g. the Xs, and you test for it the same way regardless of what estimation command you happen to be using. The -collin- command from UCLA offers a nice set of widely used diagnostics.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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