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Re: st: imputing continuous values when respondents select categories, e.g., income category


From   Clive Nicholas <[email protected]>
To   [email protected]
Subject   Re: st: imputing continuous values when respondents select categories, e.g., income category
Date   Tue, 28 Apr 2009 13:37:35 -0400

Richard Williams replied:

> I am not sure what you mean by "implicate" but I suppose that most or all of
> what is true of intreg is also true for xtintreg.  Also, I wonder about your
> statement that the data are in no way censored.  I think the lower and upper
> bounds are supposed to be regarded as negative and positive infinity, even
> if in practice the observed range is much more limited than that.
>
> FYI, I have a hypothetical example where intreg works spectacularly well:
>
> http://www.nd.edu/~rwilliam/xsoc73994/intreg3.pdf
>
> However, as noted in the handout, everything is set up so intreg's
> assumptions are met.  A simulation analysis examining how well it worked
> when assumptions were violated would no doubt be useful.

Apologies for the delay, and I cannot access your PDF at present.
Here, 'implicate' meant 'also apply to'. Tobit models, so far as I
understand them, are suitable for dependent variables which are
'left-censored', which normally means that it contains a
disproportional number of zeros, much of which is information not
fully realized. My argument was that my data for -xtintreg- doesn't
fit that description, and that it was my understanding that it was
more suitable for ordinal-level dependent variables. I could be wrong;
I often am.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
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"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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