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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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 --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]***From:*Clara Mukuria <C.Mukuria@sheffield.ac.uk>

**References**:**st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]***From:*Clara Mukuria <C.Mukuria@sheffield.ac.uk>

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