Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re:Re:st: MLE for Tobit I

From   "Alba J. Collart-Dinarte" <>
To   "" <>
Subject   Re:Re:st: MLE for Tobit I
Date   Fri, 2 Dec 2011 23:08:20 +0000

Matt Baker,

The first code for the Tobit model finally worked. It was a problem of syntax. 
Thank you very much for your help!

Alba J. Collart

*Likelihood Function for Tobit I censored at zero:
program mytobit1
version 10.1
args lnf beta sigma
quietly replace `lnf'= log(1-normal(`beta'/`sigma')) if $ML_y1==0
quietly replace `lnf'= log((1/`sigma')*normalden(($ML_y1-`beta')/`sigma')) if $ML_y1>0

ml model lf mytobit1 (y1 = x) /sigma
ml check
ml maximize, nolog
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index