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Re: st: goodness of fit measure fir ivtobit


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
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*   http://www.ats.ucla.edu/stat/stata/


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