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Re: st: Tobit regression Model


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Tobit regression Model
Date   Sun, 2 Dec 2012 12:44:07 -0500

On Sun, Dec 2, 2012 at 12:00 PM, Carlo Lazzaro
<carlo.lazzaro@tiscalinet.it> wrote:
> Dear Jay,
> thanks for the plug.
> Yes, I have heard something alike to what you report about handling with
> care Tobit model.

Tobit depends on normality quite strongly in a way that neither of its
parent models, ordinary linear regression or probit regression, do.


> Erring on the high side of N is always a good practice. Unfortunately, this
> is often a matter of (tight) research funds.

Well it is, absolutely, but if you don't have the dataset you want you
either trade off assumptions (e.g., Bayesian estimation with
informative priors, not an easy thing to do) or run a simpler model
than you would like.
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