Re: st: Box-Cox Tobit

[Muhammad Anees <anees@aneconomist.com>]

And the Stata ado named -btobit- works better in your case.

If not already installed, you can install it from -ssc install btobit-
and then read the help file for discussion from -help btobit-.

Hope this helps this time

Best,
Anees

On Mon, Feb 27, 2012 at 9:50 AM, Muhammad Anees <anees@aneconomist.com> wrote:
> Only a starting comment, the search results from the Statalist
> archives gives a related discussion. It is from
>
> http://www.stata.com/statalist/archive/2009-08/msg00861.html
>
> Hope this suits your need too.
>
> Best,
> Anees
>
> On Mon, Feb 27, 2012 at 9:37 AM, Mekhola Chatterjee
> <mchatterjee07@gmail.com> wrote:
>> Dear All,
>>
>> Can you please help me by letting me know how to do Box-Cox Tobit in
>> STATA. Can I make a box-cox transformation of my dependent variable
>> (which is skewed) and use the general Tobit (-tobit- command) model
>> for estimation? Or, there is any need to change the likelihood
>> function itself and then do the estimation? Could you please cite any
>> references?
>>
>> Please help.
>>
>> Thank you for your time.
>>
>> Regards,
>>
>> M. Chatterjee
>> *
>> *   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/
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com



-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

*
*   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/