Re: st: Tobit with - cmp -

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Thu, 19/8/10, Giacomo Zanello wrote:
> I am learning to use the - cmp - command, but I cannot
> replicate the tobit example in Roodman, 2009 with 
> Stata 11.1. Could someone confirm me if the following 
> codes - tobit - and - cmp - give the same output? When
> I run them, I got different results.
> 
> . cmp setup
> . webuse laborsup, clear
> . tobit fem_inc kids male_educ, ll
> . cmp (fem_inc = kids male_educ), ind("cond(fem_inc,
> $cmp_cont, $cmp_left)") 

It is in your own interest to give us the information
we need to answer your question. The Statalist FAQ
gives excelent advise on how to do that. You ignored
two important recommendations. I leave it up to you
to find out what they are. You can find a link to the 
FAQ at the bottom of each message on the statalist.

I have tried your code using the version of -cmp- I
downloaded from SSC by typing in Stata:
-ssc install cmp-.

With this version I got as close to the output of
-tobit- as I expected to come given the difference
in estimation method.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/