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Re: st: A Monte Carlo Simulation for Tobit Model with heteroskedasticity


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A Monte Carlo Simulation for Tobit Model with heteroskedasticity
Date   Thu, 16 Apr 2009 07:19:56 +0000 (GMT)

--- On Wed, 15/4/09, Sachin Chintawar wrote:
> I am trying to do a Monte Carlo Simulation for Tobit Model
> with heterskedastic error term to understand the bias due
> due to heteroskedasticity and then see how the CLAD
> procedure can reduce it.
> Being relatively new to stata simulation, I am at wits end
> to do such simulation. I was wondering if any of the users
> had a code to do the same or give me pointers as to where
> to start.

I gave a talk at Summer North American Stata Users' Group 
meeting 2008 (SNASUG) on how to use -simulate-. The 
matereials can be downloaded from 

http://ideas.repec.org/p/boc/nsug08/14.html

In the .zip file there is a readme.txt which tells you how
to view the presentation in Stata. 

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------





      

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