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st: GLLAMM tobit

From   "Bontempo, Daniel E" <>
To   "''" <>
Subject   st: GLLAMM tobit
Date   Fri, 16 Dec 2011 17:22:26 +0000

I am studying some code suggestions placed on StataList about tobit regression in GLLAMM.


If I could please ask a few questions about the offset.

> * create a new dependent variable equal to 1 if right-censored
> * and 0 if left-censored
> gen y=cond(zteq>=100,1,cond(zteq<=0,0,zteq)) if zteq<.

> * create offset variable equal to -100 if right-censored at
> * 100, 0 otherwise
> gen off = cond(zteq>=100,-100,0)

1) I understood offset values had to be in the units of the linear predictor. This offset of -100 seems to be in raw data units.

2) Also, I am not clear why it is negative 100, intuitively is seems like it should be +99.

3) Could this approach accommodate a non-zero floor?

4) Is this approach valid if the data are only left-censored (i.e., a floor effect)? There would be no instances of the new DV equal 1. (my data has a strong floor, but a good tail on the right.)

5) I have seen several references in GLLAMM manual, or publications, that state sprobit link is useful for floor/ceiling effects. But where can I read more about sprobit vs probit, and how it is used to address floor effects? Is there a key paper or text?

-Daniel Bontempo

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