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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 17:54:07 +0300

I haven't thought about the count model, I will definitely try to run
it! thanks much!

On Mon, Sep 24, 2012 at 5:38 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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..
>>> *
>>> *   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/
>>
>>
>>
>>
>> --
>> 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/
>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> 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/



-- 
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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