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| From | Charley Greenwood <Charley.Greenwood@coffey.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: can someone recommend a command (please) to recover mean & SD of untruncated distribution from a truncated normal distribution. Thanks |
| Date | Thu, 5 Sep 2013 09:36:16 +1000 |
Many thanks joerg. Much appreciated. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joerg Luedicke Sent: Thursday, September 05, 2013 12:25 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: can someone recommend a command (please) to recover mean & SD of untruncated distribution from a truncated normal distribution. Thanks 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. > > Environmental Notice: Please consider the environment before printing this email. > > Confidentiality Notice: The content of this message and any attachments may be privileged, in confidence or sensitive. Any unauthorised use is expressly prohibited. If you have received this email in error please notify the sender, disregard and then delete the email. This email may have been corrupted or interfered with. Coffey International Limited cannot guarantee that the message you receive is the same as the message we sent. At Coffey International Limited's discretion we may send a paper copy for confirmation. In the event of any discrepancy between paper and electronic versions the paper version is to take precedence. No warranty is made that this email and its contents are free from computer viruses or other defects. > > CILDISCL0005 > > * > * 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/