Thanks much.
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of William Gould
> Sent: Monday, June 24, 2002 9:13 AM
> To: [email protected]
> Subject: Re: st: tobit with changing censor pts
>
>
> Janet Netz" <[email protected]> wrtoe,
>
> > I have a series of observations that are censored in two ways: if an
> > observation is censored, it may be censored from below or censored from
> > above (I observe which type of censoring occurs).
> >
> > I cannot use the regular tobit command, because it requres that
> there be the
> > same censoring point for each observation. (That is, it calls
> for a number
> > parameter.) For each censored observation, the censor point
> varies (again,
> > I observe what the censor point is).
>
> The command you want is -cnreg-; see [R] tobit in the manual.
>
> -cnreg- allows you to specify observation-by-observation if the outcome is
> censored and, if so, whether it is censored from above or below.
> You type
>
> . cnreg <yvar> <x variables>, censored(<markervar>)
>
> You must create <markervar> containing 0, -1, and 1. <yvar> and
> <markervar>
> are interpreted jointly,
>
> <yvar> <markervar>
> 5 0 value y=5 was observed
> 3 -1 left censoring; y <= 3
> 2 1 right censoring; y>=2
>
> You could also estimate the model using -intreg-, which has yet
> a different
> syntax:
>
> . intreg y1 y2 <x variables>
>
> In this case, you must create variables y1 and y2 bounding the outcome:
>
> y1 y2
> 5 5 value y=5 was observed
> . 3 left censoring; y <= 3
> 2 . right censoring; y>=2
>
> -intreg- will also allow interval censoring:
>
> y1 y2
> 2 4 interval censoring; 2<=y<=4
>
> In any case, -tobit-, -cnreg-, and -intreg- all estimate the same model.
>
> -- Bill
> [email protected]
> *
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>
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