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 on April 23, and its replacement, is already up and running.

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

Re: st: goodness of fit measure fir ivtobit

From   Austin Nichols <>
Subject   Re: st: goodness of fit measure fir ivtobit
Date   Sat, 22 Sep 2012 22:49:29 -0400

Anat (Manes) Tchetchik <>:
You can always -predict- and compute the squared correlation of
predictions with observed values:
but are you sure your -ivtobit- model is justified?  What is the
process that results in observations being censored?  I suspect you
have a lower limit at zero which is actually a very low conditional
mean rounded down to zero--am I right?  You may be better off with a
-gmm- model.

On Sat, Sep 22, 2012 at 5:33 PM, Anat (Manes) Tchetchik
<> wrote:
> Dear statalisters,
> I wonder if anyone knows any goodness of fit that is appropriate for
> tobit with endogenous
> variables (ivtobit). Not as in "regular" tobit, stata does not report any
> goodness of fit measure, any idea how to estimate such a measure?
> Any response will be greatly appreciated..
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index