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Re: st: Box-Cox Tobit
From
Mekhola Chatterjee <[email protected]>
To
[email protected]
Subject
Re: st: Box-Cox Tobit
Date
Sun, 26 Feb 2012 23:14:17 -0600
Hello Anees,
Thank you so much for your reply. I have already come across the
-bctobit- command and the Box-Cox Double Hurdle model. But I am
specifically interested in knowing about the Box-Cox Tobit model. I am
just not sure whether after doing the Box-Cox transformation of the
dependent variable, I can straight away use the tobit estimation
command (-tobit-) and do my analysis? Will that help accounting for
the non-normality problem? Or, after the Box-Cox transformation the
likelihood itself will change and I have to write my own program?
Any help would be much appreciated.
Thank you so much.
Regards,
Mekhola
On Sun, Feb 26, 2012 at 10:56 PM, Muhammad Anees <[email protected]> wrote:
> And the Stata ado named -btobit- works better in your case.
>
> If not already installed, you can install it from -ssc install btobit-
> and then read the help file for discussion from -help btobit-.
>
> Hope this helps this time
>
> Best,
> Anees
>
> On Mon, Feb 27, 2012 at 9:50 AM, Muhammad Anees <[email protected]> wrote:
>> Only a starting comment, the search results from the Statalist
>> archives gives a related discussion. It is from
>>
>> http://www.stata.com/statalist/archive/2009-08/msg00861.html
>>
>> Hope this suits your need too.
>>
>> Best,
>> Anees
>>
>> On Mon, Feb 27, 2012 at 9:37 AM, Mekhola Chatterjee
>> <[email protected]> wrote:
>>> Dear All,
>>>
>>> Can you please help me by letting me know how to do Box-Cox Tobit in
>>> STATA. Can I make a box-cox transformation of my dependent variable
>>> (which is skewed) and use the general Tobit (-tobit- command) model
>>> for estimation? Or, there is any need to change the likelihood
>>> function itself and then do the estimation? Could you please cite any
>>> references?
>>>
>>> Please help.
>>>
>>> Thank you for your time.
>>>
>>> Regards,
>>>
>>> M. Chatterjee
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/statalist/faq
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>>
>>
>> --
>>
>> Best
>> ---------------------------
>> Muhammad Anees
>> Assistant Professor/Programme Coordinator
>> COMSATS Institute of Information Technology
>> Attock 43600, Pakistan
>> http://www.aneconomist.com
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/