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Re: st: goodness of fit measure fir ivtobit


From   "Anat (Manes) Tchetchik" <anatmanes@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: goodness of fit measure fir ivtobit
Date   Mon, 24 Sep 2012 17:11:58 +0300

Austin Hi,
Thank you very much for your reply!
What I have as a dependent var. are 500 respondents' reports of the
number of times they travelled abroad to visit their friends and
relatives over the course of their adult lives.  Some respondents yet,
who have relatives abroad, did not travel at all.
So the observations are censored at zero, with mean =2.2, max =50 and
stdev= 3.8.
Do you think in that case that the general methods of moments will be better?
Thanks much!!!
Anat

On Sun, Sep 23, 2012 at 5:49 AM, Austin Nichols <austinnichols@gmail.com> wrote:
>
> Anat (Manes) Tchetchik <anatmanes@gmail.com>:
> You can always -predict- and compute the squared correlation of
> predictions with observed values:
> http://www.stata.com/support/faqs/statistics/r-squared/
> 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
> <anatmanes@gmail.com> 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..
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--
Anat Tchetchik, PhD
Department of Hotel and Tourism Management
Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105

E-mail:       anat@som.bgu.ac.il
Phone         972-(0)8-6479735
Fax:           972-(0)8-6472920
Web:          http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm
*
*   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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