You can use -intreg- to fit the -tobit- models. -intreg- does have a score
option. See the FAQ at
http://www.stata.com/support/faqs/stat/tobit.html for an example of how to
fit a -tobit- model using -intreg-.
Allen McDowell
StataCorp
----- Original Message -----
From: "Sowmya Varadharajan" <[email protected]>
To: <[email protected]>
Sent: Wednesday, September 24, 2003 11:02 AM
Subject: st: Help needed using the Suest command.
> Dear all,
>
> I would like to estimate a system of equations. There are two dependent
> variables, y1 and y2, and they are functions of the same set of
covariates.
> y1 is continuous (and hence can be estimated using least squares), while
y2
> is censored at 0, and thus I would like to estimate it as a tobit. After
> estimating both these equations, I would like to perform some non-linear
> tests on the estimated coefficients. I though that suest was a suitable
> candidate to do this. However, since the tobit model allow the score
> option, this estimation method does not work.
>
> I was wondering if someone could suggest another way in which I could
> estimate these two equations together, and then perform the non-linear
test.
>
> Thank you.
>
> Sowmya
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
