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From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Command for Two-limit tobit model |

Date |
Thu, 10 Apr 2008 08:32:10 +0100 (BST) |

--- Marco Vel�stegui Andrade <[email protected]> wrote: > Is someone knows the commands to estimate a two-limit tobit model, > its marginal effects and to test for heteroscedasticity. The command is called -intreg-, and you can get marginal effects using -mfx-, notice that there are multiple types of marginal effects, depending whether you want the effect on the latent variable, the observed variable. The first -mfx- command gives the marginal effects on the latent variable (and is superfluous as will always give the same estimates as -intreg-), and the second -mfx- command gives you the marginal effect on the observed variable. I don't know any test for heteroscedasticity in this context, but I do know that you should first make certain that the effects of your explanatory variable have the correct functional form. -- Hope this helps, Maarten *---------------- begin example -------------------------- sysuse nlsw88, clear gen ln_w = ln(wage) // create a new variable // censored from below at 1.15 // censored from above at 2.5 gen lb = cond(ln_w < 1.15, . , /// lower lb is -infty cond(ln_w > 2.5, 2.5, /// upper lb is 2.5 ln_w)) /// in between ln_w gen ub = cond(ln_w < 1.15, 1.15 , /// lower ub is 1.15 cond(ln_w > 2.5, ., /// upper ub is infty ln_w)) /// in between ln_w intreg lb ub ttl_exp tenure grade age union mfx mfx, predict(ystar(1.15,2.5)) *------------------ end example -------------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Yahoo! For Good helps you make a difference http://uk.promotions.yahoo.com/forgood/ * * 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/

**References**:**st: Command for Two-limit tobit model***From:*Marco Vel�stegui Andrade <[email protected]>

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