st: Re: threshold tobit command

[Kit Baum <baum@bc.edu>]

I am not familiar with that article. Is the parameter 'a' global,  
applying to all individuals, or is it individual-specific? A model  
with a censoring point differing among individuals is estimated with - 
cnreg-. You might want to look at the manual's description of that  
command.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jul 28, 2007, at 2:33 AM, Mahabir wrote:


> Does anyone know the command to estimate Eaton's and Tamura's (1994)
> threshold tobit model?
>
> This is a variant of the standard tobit model where the dependent
> variable is specified as ln(a+V) and 'a' is a threshold parameter,  
> which
> is estimated in addition to the constant term among the right hand  
> side
> variables. The threshold parameter  'a' is assumed to be the amount of
> trade that is lost in transit or the amount that 'melts away'. If  
> 'a'=0
> , we are back to the standard tobit. If 'a'>0, then explanatory
> variables for V must achieve a minimum threshold value before strictly
> positive values of V occur (Eaton and Tamura, pp 490)
>
> The commands 'tobit' and 'dtobit' in stata only give the standard  
> tobit
> estimates.  Is there any command or options that one needs to add to
> obtain the threshold tobit estimates?
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