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From |
Clara Mukuria <C.Mukuria@sheffield.ac.uk> |

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 15:15:17 +0100 |

Maarten Buis said the following on 12/10/2012 12:55:

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 --------------------------------- * * 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/

* * 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:*Arne Risa Hole <arnehole@gmail.com>

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

**Re: st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]***From:*Maarten Buis <maartenlbuis@gmail.com>

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

**Re: st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]***From:*Maarten Buis <maartenlbuis@gmail.com>

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