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From |
Yuval Arbel <yuval.arbel@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: goodness of fit measure fir ivtobit |

Date |
Mon, 24 Sep 2012 18:12:17 +0200 |

Anat, note that the possibility to calculate the log likelihood is there regardless of the method of estimation you are employing. In addition, I would personally rather avoid presenting an R-Squared of 0.12, particularly in these kinds of models. As is well known, high R-Squared does not ensure casual relationship and low R-Squared does not ensure lack of casual relationship On Mon, Sep 24, 2012 at 4:54 PM, Anat (Manes) Tchetchik <anatmanes@gmail.com> wrote: > 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/ -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa 33031, Israel e-mail1: yuval.arbel@carmel.ac.il e-mail2: yuval.arbel@gmail.com * * 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/

**Follow-Ups**:**Re: st: goodness of fit measure fir ivtobit***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: goodness of fit measure fir ivtobit***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**Re: st: goodness of fit measure fir ivtobit***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: goodness of fit measure fir ivtobit***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**Re: st: goodness of fit measure fir ivtobit***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: goodness of fit measure fir ivtobit***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

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