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From |
Fabian Gouret <Fabian.Gouret@malix.univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: CMP bicensored tobit |

Date |
Thu, 30 Oct 2008 20:40:00 +0100 |

Dear all, I want to estimate a system of three equations, more precisely three tobits, where the error term are correlated. Each tobit is censored at the left and at the right (i.e. bicensored) I think we can do that with the command CMP. To see how the command function, I have tried to replicate only one of the bicensored tobit equation of my system first with the command tobit, then with CMP: tobit Y X, ll ul cmp (Y = X), ind("cond(Y, $cmp_cont, $cmp_left, $cmp_right)") qui Unfortunately CMP considers only the censoring at the left. Does anyone know how to consider a tobit censored at the left and at the right with CMP? I have also tried to use the interval censored macro $cmp_int generating a lower bound Y1=Y with a dot for the lower value of Y, and generating a higher bound Y2=Y with a dot for the higher value of Y. with the command intreg it gives the same result as with the command tobit; but it does not function with cmp(Y1 Y2= X), ind($cmp) indicating "Fitting individual models as starting point for full model fit. something that should be true of your data is not" If someone understand my problem, it would be really great. Thanks a lot for your kind attention Fabian ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. -- Ce message a ete verifie par MailScanner pour des virus ou des polluriels et rien de suspect n'a ete trouve. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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