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From |
"Spriensma, A.S." <a.spriensma@vumc.nl> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Tobit model using GLLAMM |

Date |
Tue, 24 Jul 2012 11:41:20 +0000 |

Thank you Maarten, the explanation was very helpful. Since the GLLAMM manual doesn't provide an option for a 'scaled Logit' link, is there any other way to obtain it? Alette -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis Sent: Tuesday, July 24, 2012 11:38 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Tobit model using GLLAMM 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/ * * 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:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**Re: st: Tobit model using GLLAMM***From:*Maarten Buis <maartenlbuis@gmail.com>

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