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Re: st: Intreg error message "observations not allowed"


From   [email protected]
To   <[email protected]>
Subject   Re: st: Intreg error message "observations not allowed"
Date   Fri, 19 Jan 2007 12:55:46 +0100

Elizabeth said: 
Using former posts from Statlist, I've found I need to use the command intreg because a Tobit will not produce robust st. errors. 

I hope you also considered using user-written command -clad- (remember to refer to Stata commands and other syntax within ordinary text using dashes (- -) to flag words that you would type when using Stata), which "calculates Powell�s (1984) censored least absolute deviations estimator (CLAD) and bootstrap estimates of its sampling variance. It is a generalization of Tobit models which is robust to heteroscedasticity and is consistent and asymptotically normal for a wide class of error distributions." Note that it is not for interval data (you cannot specify censoring at both the lower and upper bound). 
-clad- is package sg153 from http://www.stata.com/stb/stb58

P.S. Remember how to use -intreg- with data suitable for -tobit-:

Suppose you have a dependent variable like in:
        tobit y x, ll(a) ul(b)

For use with intreg you should generate new variables like in:
        gen depvar1 = y

*/* specify only if a lower limit is specified */*
        replace depvar1 = . if y<=a

        gen depvar2 = y

*/* specify only if an upper limit is specified */*
        replace depvar2 = . if y>=b

        intreg depvar1 depvar2 x

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