Re: st: can someone recommend a command (please) to recover mean & SD of untruncated distribution from a truncated normal distribution. Thanks

[Joerg Luedicke <joerg.luedicke@gmail.com>]

You could use a univariate tobit model:

*---------------------------
clear
set obs 1000
set seed 123

gen x = rnormal()
sum x

replace x = -1 if x < -1
sum x

tobit x , ll(-1)

di "M = " _b[model:_cons]
di "SD = " _b[sigma:_cons]
*---------------------------

Joerg


On Wed, Sep 4, 2013 at 6:56 PM, Charley Greenwood
<Charley.Greenwood@coffey.com> wrote:
> I think it involves estimating a pdf by MLE. I have tried regressing constant only in truncreg but that didn't work.
>
> Thanks.
>
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