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, **statalist.org** is already up and running.

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

From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Tobit model using GLLAMM |

Date |
Tue, 24 Jul 2012 11:37:46 +0200 |

On Tue, Jul 24, 2012 at 11:12 AM, Spriensma, A.S. wrote: > I'm working on a Tobit model in GLLAMM. > This model uses the Identity link for the Gaussian distribution and the sprobit (scaled Probit) for the Binomial distribution. > Does anyone know the reason why a 'scaled Probit' is used instead of an ordinary Probit? And is it also possible to use a Logit link instead? This follows from the logic behind a Tobit model: It starts with a latent variable that follows a Gaussian/normal distribution (conditional on some explanatory variables). If that latent variable is larger than some cut-off values (often 0) than you observe that latent variable otherwise you observe the cut-off value. So the probability of being cut-off can be derived from the cumulative density function of the Gaussian/normal distribution, hence the probit link function. Moreover, we have some information about the variance of that normal distribution from the non-cut-off observations: hence the scaled probit rather than "regular" probit, which assumes the variance equals 1. You'd probably be able to derive a similar model starting with a latent variable that follows a logistic rather than a Gaussian distribution in order to be able to use the logit link function. However, this will also change the other parts of the model. So you cannot just change the scaled probit to a (scaled) logit link function without changing the logic behind this model. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**RE: st: Tobit model using GLLAMM***From:*"Spriensma, A.S." <a.spriensma@vumc.nl>

**References**:**st: Tobit model using GLLAMM***From:*"Spriensma, A.S." <a.spriensma@vumc.nl>

- Prev by Date:
**st: Tobit model using GLLAMM** - Next by Date:
**Re: st: Propensity score matching in stata** - Previous by thread:
**st: Tobit model using GLLAMM** - Next by thread:
**RE: st: Tobit model using GLLAMM** - Index(es):