Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: GLLAMM tobit

From   "Bontempo, Daniel E" <>
To   "''" <>
Subject   st: RE: GLLAMM tobit
Date   Thu, 12 Jan 2012 21:21:10 +0000

I thought I would make a 2nd try to get help since I originally posted so close to the end of the Fall semester.

I cannot find much information on scaled probit versus probit, or why scaled probit is used here since the cases with the SPROBIT link function will all be either 0 or 1.

I am also not finding much about using an offset, outside of changing Poisson regression from count to rate. Any reference to a text discussing the use of offset for censored outcomes would be greatly appreciated.


-----Original Message-----
From: [] On Behalf Of Bontempo, Daniel E
Sent: Friday, December 16, 2011 11:22 AM
To: ''
Subject: st: GLLAMM tobit

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

*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index