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Re: st: Box-Cox Tobit


From   Mekhola Chatterjee <mchatterjee07@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Box-Cox Tobit
Date   Sun, 26 Feb 2012 23:14:17 -0600

Hello Anees,

Thank you so much for your reply. I have already come across the
-bctobit- command and the Box-Cox Double Hurdle model. But I am
specifically interested in knowing about the Box-Cox Tobit model. I am
just not sure whether after doing the Box-Cox transformation of the
dependent variable, I can straight away use the tobit estimation
command (-tobit-) and do my analysis? Will that help accounting for
the non-normality problem? Or, after the Box-Cox transformation the
likelihood itself will change and I have to write my own program?

Any help would be much appreciated.

Thank you so much.

Regards,

Mekhola

On Sun, Feb 26, 2012 at 10:56 PM, Muhammad Anees <anees@aneconomist.com> wrote:
> And the Stata ado named -btobit- works better in your case.
>
> If not already installed, you can install it from -ssc install btobit-
> and then read the help file for discussion from -help btobit-.
>
> Hope this helps this time
>
> Best,
> Anees
>
> On Mon, Feb 27, 2012 at 9:50 AM, Muhammad Anees <anees@aneconomist.com> wrote:
>> Only a starting comment, the search results from the Statalist
>> archives gives a related discussion. It is from
>>
>> http://www.stata.com/statalist/archive/2009-08/msg00861.html
>>
>> Hope this suits your need too.
>>
>> Best,
>> Anees
>>
>> On Mon, Feb 27, 2012 at 9:37 AM, Mekhola Chatterjee
>> <mchatterjee07@gmail.com> wrote:
>>> Dear All,
>>>
>>> Can you please help me by letting me know how to do Box-Cox Tobit in
>>> STATA. Can I make a box-cox transformation of my dependent variable
>>> (which is skewed) and use the general Tobit (-tobit- command) model
>>> for estimation? Or, there is any need to change the likelihood
>>> function itself and then do the estimation? Could you please cite any
>>> references?
>>>
>>> Please help.
>>>
>>> Thank you for your time.
>>>
>>> Regards,
>>>
>>> M. Chatterjee
>>> *
>>> *   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/
>>
>>
>>
>> --
>>
>> Best
>> ---------------------------
>> Muhammad Anees
>> Assistant Professor/Programme Coordinator
>> COMSATS Institute of Information Technology
>> Attock 43600, Pakistan
>> http://www.aneconomist.com
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
>
> *
> *   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/


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