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st: RE: Re: Probit, Tobit Diagnostics
Please do not start threads with a reply!
Stata conveniently groups commands in its menus, so Statistics -> Binary
Outcomes has a "Postestimation" submenu at the bottom. For a good reference
for Categorical Data Analysis in Stata, see Long and Freese (2006)
http://www.stata-press.com/books/regmodcdvs.html.
For a comprehensive treatment of all your questions, see part IV of Cameron
and Trivedi (2005), http://www.stata.com/bookstore/mma.html and, I imagine,
their forthcoming book from http://www.stata-press.com/forthcoming.html.
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Hari Gurung
Sent: Tuesday, September 23, 2008 2:55 AM
To: [email protected]
Subject: st: Re: Probit, Tobit Diagnostics
Dear statalisters,
I am a self-taught new Sata user. I would appreciate your
help/suggestions on the following:
1. What diagnostics are generally (multicollinearity and normality?)
run on Tobit and Probit?
2. Do the diagnostics method differ for binomial and multinomial (say
trinomial) probit? A few good article or book references will be
great.
3. Stata command for running diagnositics on Tobit and Probit
variables. I explored for multicollinearity, but wasn't quite able to
figure out.
Thanks in advance,
Hari
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* http://www.ats.ucla.edu/stat/stata/