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Re: st: Outlier diagnostics for tobit (postestimation)


From   "Timo Beck" <timoworldwide@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Outlier diagnostics for tobit (postestimation)
Date   Fri, 19 Oct 2012 11:48:09 +0200

Dear Nick and Jay,

Thank you for your help. 

@ Nick: I already checked cases for clear outliers, e.g., implausible values (and also simulated different versions). Further I used logarithmic transformation for specific variables which also helped. Still I wanted to use some "established" method for a further check (not for the main analysis, but rather as a robustness check). Not sure, what you mean by number 3) though.

@ Jay: Thank you for the hint, I will definitely look into that.

Once again quickly re my other question, maybe you also have an opinion on whether, just as a robustness test, I could fit OLS as an approximation of the tobit model and use outlier diagnostics thereafter and then simulate the tobit without these identified cases? Or would I be doing something completely wrong? According to Wooldridge a linear model is a good approximation for E(y) in a corner solution model which is what I am looking at. That's why I am thinking that way.

Thanks in advance again!

Timo
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