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| From | "Grant, Robert" <Robert.Grant@sgul.kingston.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: violating normality assumption for tobit |
| Date | Mon, 27 Feb 2012 11:19:49 +0000 |
Dear Raymond I'm not convinced that tobit (or ologit) is the analysis you need because ranks are not the same as grouped / interval-censored values. This is because they are not independent of one another, and some simple non-parametric tests might be better to explore associations with your predictors. On the other hand if you really do have, as you seem to describe, grouped uniform data then have a look at the papers by Daniel Heitjan on inference from coarsened data, which provide a very general framework, though you will have to do some de novo programming to get any stats package to find such MLEs for you. It's a journey worth making but not a quick one! Robert Grant Senior Research Fellow St George's University of London & Kingston University 020 8725 2281 robert.grant@sgul.kingston.ac.uk http://tinyurl.com/helpwithstats > Date: Fri, 24 Feb 2012 12:43:26 -0500 > Subject: Re: st: violating normality assumption for tobit > From: austinnichols@gmail.com > To: statalist@hsphsun2.harvard.edu > > Raymond Lim <rl2240@columbia.edu>: > Meaning, where an ordered probit or ordered logit is clearly preferred. > help ologit > > On Fri, Feb 24, 2012 at 3:07 AM, Nick Cox <njcoxstata@gmail.com> wrote: > > This seems to confuse marginal and conditional distribution. That > > aside, the way forward here is surely to simulate using what you know > > to see how -tobit- performs in these non-standard conditions. > > > > Nick > > > > On Fri, Feb 24, 2012 at 2:37 AM, Raymond Lim <rl2240@columbia.edu> wrote: > > > >> I am running a tobit and normality is a crucial assumption. However, > >> my dependent variable follows a uniform distribution. I'm looking at > >> award placement: 1st place, 2nd place, ... 10th place. I collect data > >> from many competitions and always have 10 places. How can I address > >> the fact that my dependent variable will never be normal even if N > >> goes to infinity? This email has been scanned for all viruses by the MessageLabs Email Security System. * * 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/