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

# Re: st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help]

 From Clara Mukuria To statalist@hsphsun2.harvard.edu Subject Re: st: Manual calculation of scale factors after tobit and/or truncreg [econometrics help] Date Fri, 12 Oct 2012 11:36:16 +0100

Thanks Marteen. Its not the SE of the estimate I am after. Rather, its how to adjust the linear predictions from Tobit/truncreg to the expexted values conditional on either censoring (for Tobit) or truncation (for Truncreg). STATA does this automatically for you but I need to work out how to do it manually as the out of sample estimation will not be done in STATA - nor will those doing these estimations have access to the original dataset.
```
Thanks,
Clara

Maarten Buis said the following on 12/10/2012 08:11:
```
```On Thu, Oct 11, 2012 at 8:34 PM, Clara Mukuria wrote:
```
```Hi,

I am trying to work out how to calculate the scale factor used to adjust
results after a tobit and/or a truncreg regression.
```
```
I assume you mean what in "normal" linear regression would be the
standard deviation of the residual/root mean squared error/standard
error of the estimate. This parameter is returned in the vector of
parameters e(b). One way you can access it is through
[sigma]_b[_cons], for example -display [sigma]_b[_cons]-.

```
```I know there are several post estimation options, I am using the 'predict y,
ystar(ll, ul)' option to assess how well the the model predicts. However,
the aim is to provide generate a mapping function that can be used in other
datasets to predict the single generic measure so I need to work out the
scale factor.
```
```
You can just estimate your model in one dataset, open another dataset
and than use -predict-. You need to make sure that the
independent/explanatory/right-hand-side/x variables in both datasets
have the same name (how else would Stata know which parameter to apply
to which variable?), but otherwise there are no restrictions.

Hope this helps,
Maarten

---------------------------------
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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/
```
```

--
Clara Mukuria PhD
ScHARR
University of Sheffield
Regent Court, 30 Regent Street
Sheffield, S1 4DA, UK

Email:	   c.mukuria@sheffield.ac.uk

Telephone: UK (0) 114 222 6395
Fax:	   UK (0) 114 272 4095

http://www.shef.ac.uk/scharr/sections/heds/
http://www.shef.ac.uk/cwipp

Times Higher Education University of the Year
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/
```