Dear Stata-listers
After far too long in development, I am happy to report that my
bivariate Tobit ado files are now available. The corresponding help
file, however, is not yet finished. Nonetheless, because I received
two requests for the program in the last 24 hours, I will not wait
any longer to make them available; the properly formatted help file
will come as soon as I learn to write in Stata's markup language.
There are two ado files available on my website (http://
users.drew.edu/dlawson): bitobit.ado and bitobit_ll.ado. Both need
to go into your ado/personal folder. To run a bivariate Tobit, the
command is "bitobit estimate, y1(name of first dependent variable) x1
(list of independent variables from first equation) y2(name of second
dependent variable) x2(list of independent variables from second
equation) censor1(censor1) censor2(censor2)" where censor1 and
censor2 are variables that take a value of zero for observations of
their respective y variable that are actually observed, a value of 1
for those that are top-censored, and a value of -1 for those that are
bottom-censored.
I hope this is useful, and would love to be informed if anyone ends
up using this.
Peace,
Daniel
--
Daniel Lawson
Assistant Professor of Economics
Drew University
http://users.drew.edu/dlawson/
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