# st: Re: Tobit in Stata vs. Limdep

 From "Scott Merryman" <[email protected]> To <[email protected]> Subject st: Re: Tobit in Stata vs. Limdep Date Mon, 7 Jul 2003 22:03:22 -0500

----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Monday, July 07, 2003 8:47 PM
Subject: st: Tobit in Stata vs. Limdep

> I forgot to mention that I'm using windows versions of both Stata/SE 8 and
> Limdep 8.
> ----------------------
> I've run a tobit analysis using Stata and Limdep.  However, the
> coefficients (and z-tests) are quite different.  Has any one done such a
> comparison and can shed light on why this might happen?  Just as a
> secondary check, I dichotomized the outcome and ran a probit in both
> programs and obtained Identical results.
>
> Mike Frone
>

Mike,

I do not have access to Limdep 8, however I can produce the same Tobit
results with Stata 8 and Limdep 7.

Scott-

Example:

(max possible on acadindx is 200)

. tobit acadindx female reading writing, ul(200)

Tobit estimates                                   Number of obs   =
200
LR chi2(3)      =
190.39
Prob > chi2     =
0.0000
Log likelihood = -718.06362                       Pseudo R2       =
0.1171

----------------------------------------------------------------------------
--
acadindx |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
female |  -6.347316   1.692441    -3.75
0.000    -9.684943   -3.009688
reading |   .7776857   .0996928     7.80   0.000     .5810837
.9742877
writing |   .8111221    .110211     7.36   0.000     .5937773
1.028467
_cons |   92.73782   4.803441    19.31   0.000     83.26506
102.2106
-------------+--------------------------------------------------------------
--
_se |   10.98973   .5817477           (Ancillary parameter)
----------------------------------------------------------------------------
--

Obs. summary:        184     uncensored observations
16 right-censored observations at acadindx>=200

+---------------------------------------------+
| Limited Dependent Variable Model - CENSORED |
| Maximum Likelihood Estimates                |
| Dependent variable             ACADINDX     |
| Weighting variable                  ONE     |
| Number of observations              200     |
| Iterations completed                  4     |
| Log likelihood function       -718.0636     |
| Threshold values for the model:             |
| Lower=-infinity      Upper=  200.0000       |
+---------------------------------------------+
+---------+--------------+----------------+--------+---------+----------+
|Variable | Coefficient  | Standard Error |b/St.Er.|P[|Z|>z] | Mean of X|
+---------+--------------+----------------+--------+---------+----------+
Primary Index Equation for Model
Constant  92.73781960      4.8034407       19.307   .0000
FEMALE   -6.347315691      1.6924410       -3.750   .0002  .54500000
READING   .7776857346      .99692772E-01    7.801   .0000  52.230000
WRITING   .8111221138      .11021102        7.360   .0000  52.775000
Disturbance standard deviation
Sigma     10.98973474      .58174773       18.891   .0000

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