--- Carlo Fezzi <[email protected]> wrote:
> I am trying to fit some advanced models on censored (at zero) data,
> and I wonder if anybody could point out an approach to do this in
> Stata <snip>
>
> 1) Tobit with a parametric specification for the variance to control
> for possible heteroskedasticity, for example in which the variance is
> a linear function of some exogenous variables. Or at least including
> weights to reduce the effect of heteroskedasticity;
I cannot help you with the other requirements, but a model that does
this is discussed here:
http://www.stata.com/statalist/archive/2007-12/msg00595.html
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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