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 at the end of May, and its replacement, statalist.org is already up and running.


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

RE: st: violating normality assumption for tobit


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: violating normality assumption for tobit
Date   Sat, 25 Feb 2012 06:56:52 -0500

A continuation ratio or stereotype model might also be worth considering:
Long, J.S., & Freese, J. (2006). Regression Models for Categorical Dependent Variables Using Stata (2nd ed). College Station, Texas: Stata Press.

Kuss, O. (2006). On the estimation of the stereotype regression model. Computational Statistics & Data Analysis, 50(8), 1877-1890.

Agresti, A. (2010). Analysis of Ordinal Categorical Data (2nd ed.). New York, NY: Wiley.
Liu, X. (2010). Ordinal Regression Analysis: Fitting the Continuation Ratio Model to Educational Data Using Stata. NERA Conference Proceedings 2010, Paper 35.http://digitalcommons.uconn.edu/cgi/viewcontent.cgi?article=1034&context=nera_2010&sei-redir=1#search=%22Ordinal%20Regression%20Analysis%3A%20Fitting%20Continuation%20Ratio%20Model%20Educational%20Data%20Using%20Stata%22

Cam

> Date: Fri, 24 Feb 2012 12:43:26 -0500
> Subject: Re: st: violating normality assumption for tobit
> From: austinnichols@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> Raymond Lim <rl2240@columbia.edu>:
> Meaning, where an ordered probit or ordered logit is clearly preferred.
> help ologit
> 
> On Fri, Feb 24, 2012 at 3:07 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> > This seems to confuse marginal and conditional distribution. That
> > aside, the way forward here is surely to simulate using what you know
> > to see how -tobit- performs in these non-standard conditions.
> >
> > Nick
> >
> > On Fri, Feb 24, 2012 at 2:37 AM, Raymond Lim <rl2240@columbia.edu> wrote:
> >
> >> I am running a tobit and normality is a crucial assumption. However,
> >> my dependent variable follows a uniform distribution. I'm looking at
> >> award placement: 1st place, 2nd place, ... 10th place. I collect data
> >> from many competitions and always have 10 places. How can I address
> >> the fact that my dependent variable will never be normal even if N
> >> goes to infinity?
> *
> *   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/
 		 	   		  
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index