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


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]
Date   Fri, 12 Oct 2012 09:11:20 +0200

On Thu, Oct 11, 2012 at 8:34 PM, Clara Mukuria wrote:
> 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 assume you mean what in "normal" linear regression would be the
standard deviation of the residual/root mean squared error/standard
error of the estimate. This parameter is returned in the vector of
parameters e(b). One way you can access it is through
[sigma]_b[_cons], for example -display [sigma]_b[_cons]-.

> 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.

You can just estimate your model in one dataset, open another dataset
and than use -predict-. You need to make sure that the
independent/explanatory/right-hand-side/x variables in both datasets
have the same name (how else would Stata know which parameter to apply
to which variable?), but otherwise there are no restrictions.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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