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Re: st: goodness of fit measure fir ivtobit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: goodness of fit measure fir ivtobit
Date   Mon, 24 Sep 2012 16:38:51 +0200

That does not sound like censoring at all. I would think of this as a
regular count model. There are examples on how to deal with such an
iv-model in -help gmm-.

Hope this helps,
Maarten

On Mon, Sep 24, 2012 at 4:11 PM, Anat (Manes) Tchetchik
<anatmanes@gmail.com> wrote:
> 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:
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-- 
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
*
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