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Re: st: Tobit model using GLLAMM

From   Maarten Buis <>
Subject   Re: st: Tobit model using GLLAMM
Date   Tue, 24 Jul 2012 14:11:00 +0200

--- Maarten Buis
> > 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.

On Tue, Jul 24, 2012 at 1:41 PM, Spriensma, A.S. wrote:
> Since the GLLAMM manual doesn't provide an option for a 'scaled Logit' link, is there any other way to obtain it?

I said you probably could, but it that only referred to a theoretical
possibility. In practice you would need to first derive the entire
model (remember this is _not_ only a matter of changing the link
function of the selection part) and than you'll probably need to write
the program yourself. It is possible, as Stata is highly programmable,
but in this case I think it would be more work than it is worth.
Especially as you probably would not have the odds ratio
interpretation due to the scaling.


Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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