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Re: st: How low can the percentage of uncensored cases be in heckprob?

From   Maarten buis <>
Subject   Re: st: How low can the percentage of uncensored cases be in heckprob?
Date   Tue, 11 Nov 2008 17:15:03 +0000 (GMT)

--- "Tyler, Margaret C D" <> wrote:
> In the example in the Stata reference -H heckprob, there are 95 total
> and 59 uncensored observations, so 62% are uncensored. In my own
> situation I have only about 19% uncensored. Is it still appropriate
> to use heckprob for my analysis? I have run the equations and gotten
> what seem to be valid results. rho is non-significant.

You are obviously pushing your luck with that many censored cases. It
is no longer very popular to make statements like you need at least N
observation or p% uncensored cases for technique t to be appropriate
(whatever appropriate may mean). So I don't think you will get the
answer you are looking for. However, what you can do is run some
simulations and see how well (or bad) your estimator behaves with a
small number of uncensored cases. At the last Summer North American
Stata Users' Group meeting I gave a talk on using Stata for doing this
type of simulations, you can get the materials from:

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

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