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RE: st: violating normality assumption for tobit
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: violating normality assumption for tobit
Date
Sat, 25 Feb 2012 06:56:52 -0500
A continuation ratio or stereotype model might also be worth considering:
Long, J.S., & Freese, J. (2006). Regression Models for Categorical Dependent Variables Using Stata (2nd ed). College Station, Texas: Stata Press.
Kuss, O. (2006). On the estimation of the stereotype regression model. Computational Statistics & Data Analysis, 50(8), 1877-1890.
Agresti, A. (2010). Analysis of Ordinal Categorical Data (2nd ed.). New York, NY: Wiley.
Liu, X. (2010). Ordinal Regression Analysis: Fitting the Continuation Ratio Model to Educational Data Using Stata. NERA Conference Proceedings 2010, Paper 35.http://digitalcommons.uconn.edu/cgi/viewcontent.cgi?article=1034&context=nera_2010&sei-redir=1#search=%22Ordinal%20Regression%20Analysis%3A%20Fitting%20Continuation%20Ratio%20Model%20Educational%20Data%20Using%20Stata%22
Cam
> Date: Fri, 24 Feb 2012 12:43:26 -0500
> Subject: Re: st: violating normality assumption for tobit
> From: [email protected]
> To: [email protected]
>
> Raymond Lim <[email protected]>:
> Meaning, where an ordered probit or ordered logit is clearly preferred.
> help ologit
>
> On Fri, Feb 24, 2012 at 3:07 AM, Nick Cox <[email protected]> wrote:
> > This seems to confuse marginal and conditional distribution. That
> > aside, the way forward here is surely to simulate using what you know
> > to see how -tobit- performs in these non-standard conditions.
> >
> > Nick
> >
> > On Fri, Feb 24, 2012 at 2:37 AM, Raymond Lim <[email protected]> wrote:
> >
> >> I am running a tobit and normality is a crucial assumption. However,
> >> my dependent variable follows a uniform distribution. I'm looking at
> >> award placement: 1st place, 2nd place, ... 10th place. I collect data
> >> from many competitions and always have 10 places. How can I address
> >> the fact that my dependent variable will never be normal even if N
> >> goes to infinity?
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