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From |
Ebru Ozturk <ebru_0512@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Normally distributed error term & testing normality of |

Date |
Mon, 15 Oct 2012 11:30:52 +0300 |

Hi Justina, Thank you. But there is limited knowledge on Tobit regression in books. So, I just wanted to get as much as knowledge from you as I can. Sorry, for any inconvenience. Kind regards Ebru ---------------------------------------- > Date: Mon, 15 Oct 2012 10:11:02 +0200 > From: JAVFischer@gmx.de > Subject: Re: RE: st: Normally distributed error term & testing normality of > To: statalist@hsphsun2.harvard.edu > > Hi Ebru, > > Jay gave you a very informative and easily to understand answer (IMHO) - if you know what tobit and the alternatives are (econometrically speaking) doing. > > I think you have reached a stage where you should take a book of econometrics and try to find out what each 'model' is for and what the underlying assumptions are. > > Best > > Justina > -------- Original-Nachricht -------- > > Datum: Mon, 15 Oct 2012 10:15:18 +0300 > > Von: Ebru Ozturk <ebru_0512@hotmail.com> > > An: statalist@hsphsun2.harvard.edu > > Betreff: RE: st: Normally distributed error term & testing normality of > > > Do you mean that the model violates the Tobit assumptions in any case and > > I should swithc to a different model? > > > > Thank you, Ebru > > > > ---------------------------------------- > > > Date: Sun, 14 Oct 2012 21:12:59 -0400 > > > Subject: Re: st: Normally distributed error term & testing normality of > > > From: jvverkuilen@gmail.com > > > To: statalist@hsphsun2.harvard.edu > > > > > > On Sun, Oct 14, 2012 at 11:06 AM, Ebru Ozturk <ebru_0512@hotmail.com> > > wrote: > > > > > > > > But, the issue is not for me whether to use -glm- or -tobit-. I want > > to learn how I can test Tobit specifications graphically. > > > > > > > > For instance, in linear regression they generate residuals and check > > it by -qnorm- or -pnorm- (qnorm e). Also, to check heteroscedasticity they > > make a graph of the residuals of the model against the predicted values. > > > > > > > > So, if the residuals will not be normal because of censoring, what > > should I look at? What should I use instead of residuals in Tobit? > > > > > > I think the general problem is that residuals aren't separable from > > > the model, so there is an unavoidable issue of whether to use -glm- or > > > -tobit- at least in any real problem. They are functions of the > > > predictions made and hence conditional on the model. One model may > > > perform much better and thus have better behaved residuals than a > > > different one. Trying to assess this graphically seems like trying to > > > get a family sedan to drive like a sportscar. You can keep working at > > > that problem and maybe get a reasonable approximation to it or you can > > > switch to a model that doesn't make those assumptions. > > > > > > That said, I guess you could beak the problem into two pieces. Piece 1 > > > is a probit (or logit) of censored vs. not censored. Assess whether > > > this is fitting reasonably well using the tools for probit models. > > > Piece 2 is conditional on piece 1. The observed data are still not > > > normal, but you might be able to find a reasonable model for them. As > > > I said, I am not confident this would work, but one could try it. > > > > > > One big issue that Tobit model seems to ignore is that the things that > > > predict being censored and the things that predict values for > > > noncensored cases don't have to be the same thing. A model like -zip- > > > (or an adaptation of it) seems like it has some potential in this > > > regard. > > > * > > > * 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/ > > * > > * 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/ > * > * 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/ * * 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/

**Follow-Ups**:**Re: st: Normally distributed error term & testing normality of***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**re: st: Normally distributed error term & testing normality of***From:*Christopher Baum <kit.baum@bc.edu>

**RE: st: Normally distributed error term & testing normality of***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: st: Normally distributed error term & testing normality of***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**RE: st: Normally distributed error term & testing normality of***From:*Ebru Ozturk <ebru_0512@hotmail.com>

**Re: RE: st: Normally distributed error term & testing normality of***From:*"Justina Fischer" <JAVFischer@gmx.de>

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