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


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 13:55:43 +0200

On Fri, Oct 12, 2012 at 12:36 PM, Clara Mukuria  wrote:
> Thanks Marteen. Its not the SE of the estimate I am after. Rather, its how
> to adjust the linear predictions from Tobit/truncreg to the expexted values
> conditional on either censoring (for Tobit) or truncation (for Truncreg).
> STATA does this automatically for you but I need to work out how to do it
> manually as the out of sample estimation  will not be done in STATA - nor
> will those doing these estimations have access to the original dataset.

Seems to me you are still looking for [sigma]_b[_cons]. Anyhow, Stata
(note: not STATA) will do out of sample estimation. You can save the
model without the data using -estimates save-. Others can open their
own dataset and than use -estimates use- to open your model, and than
they can use -predict- or whatever other post-estimation command they
want.

Hope this helps,
Maarten

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

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