Re: st: obtaining standard error from tobit

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 05:13 AM 3/6/2007, emmmasa wrote:
> Dear all:
> I am trying to obtain the standard deviation of the
> error from a tobit model. I tried the fitstat utility
> in v. 9 and got the message "variable _se not found".
> Going through some earlier posts, I thought the
> problem was with version 9 in particular, so I changed
> my version to 8 - but the problem remains.
> I've tried "predict stdr" but this will not work
> either.
> I'd be grateful for any advice on how to derive the
> standard error for a tobit model.
> Many thanks in advance.
> Emma
Make sure you have the most current version of fitstat.  It is not 
the version that is at SSC.  Rather, it is on J. Scott Long's 
personal site and is part of his -spost9- package.  Type

findit spost9

to locate it.  If problems persist, let us know.


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL:  Richard.A.Williams.5@ND.Edu
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