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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Outlier diagnostics for tobit (postestimation) |

Date |
Fri, 19 Oct 2012 10:28:09 +0200 |

On Thu, Oct 18, 2012 at 9:56 PM, Nick Cox wrote: > This is very similar to questions asked within the last week in > various threads started by Ebru Ozturk. > > One short answer is > > 1. Not much is obviously available, as the idea of residuals is > problematic if the response is bounded by definition. > > 2. You can always try simulating to see what would happen with what > you regard as a reasonable data generation process. See: <http://www.stata.com/statalist/archive/2012-10/msg00646.html> for an example on how to do that. > 3. You should be clear that you really do have a tobit problem and not > one analogous to a logit or probit problem. You can compute the dfbetas using -jackknife-, see the post by Steve Samuels: <http://www.stata.com/statalist/archive/2012-03/msg00669.html> Applying that to -tobit-: *----------------- begin example ----------------- // prepare data sysuse auto, clear gen wgt = weight/2000 label var wgt "weight in short tons" replace mpg = 17 if mpg <= 17 // compute dfbetas local xvars wgt foreign price jackknife _b, keep: tobit mpg `xvars', ll tobit mpg `xvars', ll foreach z of local xvars { di e(N_sub) gen dfb_`z' = /// (1/_se[`z'])* (model_b_`z'-_b[`z'])/(e(N)-1) } sum dfb* *------------------ end example ------------------ (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) -- 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/

**References**:**st: Outlier diagnostics for tobit (postestimation)***From:*timoworldwide@gmx.de

**Re: st: Outlier diagnostics for tobit (postestimation)***From:*Nick Cox <njcoxstata@gmail.com>

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