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st: RE: GLLAMM tobit


From   "Bontempo, Daniel E" <deb193@ku.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
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.

Thanks

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bontempo, Daniel E
Sent: Friday, December 16, 2011 11:22 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: GLLAMM tobit

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

(http://www.stata.com/statalist/archive/2004-02/msg00789.html) 

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?


Thanks
-Daniel Bontempo


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