OLS & Tobit consistence [WAS: Re: st: RE: -log- in Stata to bypass commands that resulted in errors?]

[Nick Winter <nwinter@virginia.edu>]

Is this a homework assignment?

simanti banerjee wrote:
> I have a few qustions regarding postestimation commands in stata.
>
> 1. I have performed two sets of trgressions, one with OLS and the other 
> with Tobit.
> q1 is there a way to show that the estimators are consistent? Also, can 
> we compare the consistrency properties of both?
> q2. Both sets of regressions are run on orthogonalised variables. Does 
> this information help in any way to show that the estimators are 
> consistent directly from properties of matrix algebra without using 
> stata commands?
> Please help.
>
> Regards.
>
> Simanti
>
>
> Thu, 30 Oct 2008 Nick Cox wrote :
>  >I don't think this is possible directly, at least not for users.
>  >
>  >I think it would be feasible to write something, e.g. in Mata, that did
>  >much of that retrospectively, but it seems not to have tempted anyone as
>  >a project.
>  >
>  >The biggest reason, in my experience, is that you want to edit a log not
>  >just for mistakes, but also for repetitions, digressions, and things
>  >that were legal but not interesting or useful
>  >
>  >In any really serious project, you should use -log- and -cmdlog-
>  >simultaneously. Then with an eye on the log, edit the command log so
>  >that it contains only commands that were legal and useful. Then run the
>  >command log as a do file and get the log you now wish you had.
>  >
>  >Nick
>  >n.j.cox@durham.ac.uk
>  >
>  >Mingfeng Lin
>  >
>  >I'm just curious if there is a way (or maybe an add-on) in Stata to
>  >create a log file for only the correct commands? -log using- or -#
>  >review- will capture all commands that have been typed in the window,
>  >including those resulting in errors.  If there is a way for the log to
>  >automatically filter out those commands, it would be really nice,
>  >especially replicating what we do in an interative manner with Stata.
>  >
>  >
>  >*
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>
>
>
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Nicholas Winter                                 434.924.6994 t
Assistant Professor                             434.924.3359 f
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