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st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]


From   Clara Mukuria <C.Mukuria@sheffield.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]
Date   Thu, 11 Oct 2012 19:34:21 +0100

Hi,

I am trying to work out how to calculate the scale factor used to adjust results after a tobit and/or a truncreg regression. i am using tobit to map a condition-specific measure (several dimensions/items as independent variables) onto a single generic measure which takes values from -0.59 to 1.

I know there are several post estimation options, I am using the 'predict y, ystar(ll, ul)' option to assess how well the the model predicts. However, the aim is to provide generate a mapping function that can be used in other datasets to predict the single generic measure so I need to work out the scale factor. I have seen different examples for the marginal effects - which is what most studies are interested in - but nothing for the option I am using. So my questions:

- is the post estimation option I am using appropriate?
- if it is, how do i calculate the scale factor so that other users can use it to predict values?
- if it isn't, what is the most appropriate approach?

I also use truncreg in a two-part model - here the data is truncated (excluding both y and associated independent variables). Again, I need to work out the scale factor.

Any help or pointers are appreciated.

Thanks,
Clara
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