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From |
"Anat (Manes) Tchetchik" <anatmanes@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 25 Sep 2012 13:49:47 +0200 |

Austin hi, I have read the material regarding the ivpois model you have referred me to and ran it on my data set. The results look pretty plausible . Just before sticking to this model I have few last questions: 1. Can I use the exposure variable (in my case the maximum of the two values: respondent's adulthood years and and the no. of years his/her relative is staying abroad) also as an independent var.? (or given that I do it- I should not use the exposure option) 2. I'm not sure i understand when I should use the exposure option and when the offset one 3. Do I calculate goodness of fit measure using the same procedure you recommended earlier (http://www.stata.com/support/faqs/statistics/r-squared/) ? Thank you very much! Anat On Mon, Sep 24, 2012 at 6:38 PM, Austin Nichols <austinnichols@gmail.com> wrote: > > Anat (Manes) Tchetchik <anatmanes@gmail.com> : > Indeed, no censoring in your model. You have exactly the case I > referred to when I wrote "I suspect you have a lower limit at zero > which is actually a very low conditional mean rounded down to zero." > Unless you believe that the Tobit model somehow correctly captures > bunching at zero due to utility functions which would imply a negative > demand for travel abroad, if such a thing were possible, which is > implausible at best, you are much better off assuming that people with > zero travel abroad simply have very low demand, and a group that has a > conditional mean of 1/100000 trips will indeed have a lot of zeros > observed. The -ivpois- package on SSC, and the -gmm- specifications > that supersede it, are designed to allow instrumental variables in a > count model, or a regression with nonnegative outcomes more generally: > http://www.stata.com/meeting/boston10/boston10_nichols.pdf > http://fmwww.bc.edu/repec/bocode/i/ivpois.html > > On Mon, Sep 24, 2012 at 10:54 AM, 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/

**Follow-Ups**:**Re: st: goodness of fit measure fir ivtobit***From:*Austin Nichols <austinnichols@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>

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

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