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From | Maarten Buis <maartenlbuis@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: goodness of fit measure fir ivtobit |
Date | Mon, 24 Sep 2012 16:38:51 +0200 |
That does not sound like censoring at all. I would think of this as a regular count model. There are examples on how to deal with such an iv-model in -help gmm-. Hope this helps, Maarten On Mon, Sep 24, 2012 at 4:11 PM, Anat (Manes) Tchetchik <anatmanes@gmail.com> wrote: > Austin Hi, > Thank you very much for your reply! > What I have as a dependent var. are 500 respondents' reports of the > number of times they travelled abroad to visit their friends and > relatives over the course of their adult lives. Some respondents yet, > who have relatives abroad, did not travel at all. > So the observations are censored at zero, with mean =2.2, max =50 and > stdev= 3.8. > Do you think in that case that the general methods of moments will be better? > Thanks much!!! > Anat > > On Sun, Sep 23, 2012 at 5:49 AM, Austin Nichols <austinnichols@gmail.com> wrote: >> >> Anat (Manes) Tchetchik <anatmanes@gmail.com>: >> You can always -predict- and compute the squared correlation of >> predictions with observed values: >> http://www.stata.com/support/faqs/statistics/r-squared/ >> but are you sure your -ivtobit- model is justified? What is the >> process that results in observations being censored? I suspect you >> have a lower limit at zero which is actually a very low conditional >> mean rounded down to zero--am I right? You may be better off with a >> -gmm- model. >> >> On Sat, Sep 22, 2012 at 5:33 PM, Anat (Manes) Tchetchik >> <anatmanes@gmail.com> wrote: >> > Dear statalisters, >> > >> > I wonder if anyone knows any goodness of fit that is appropriate for >> > tobit with endogenous >> > variables (ivtobit). Not as in "regular" tobit, stata does not report any >> > goodness of fit measure, any idea how to estimate such a measure? >> > Any response will be greatly appreciated.. >> * >> * 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/ > > > > > -- > Anat Tchetchik, PhD > Department of Hotel and Tourism Management > Guilford Glazer Faculty of Business and Management > Ben-Gurion University of the Negev > P.O.Box: 653 > Beer-Sheva, Israel, 84105 > > E-mail: anat@som.bgu.ac.il > Phone 972-(0)8-6479735 > Fax: 972-(0)8-6472920 > Web: http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm > * > * 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/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/