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| From | Yuval Arbel <yuval.arbel@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: goodness of fit measure fir ivtobit |
| Date | Sun, 23 Sep 2012 04:09:25 +0200 |
Anat, I checked the -ereturn list- for -ivtobit- and indeed (and unlike regular tobit) there is no pseudo R-squared measure. If you would still like to compare between models, you can use the log-likelihood, which is often available in stata outputs, as a simple measure. You also have a chi-square statistics for exogeneity testing, which seems to me more important than a goodness of fit measure. Finally, note that in many occasions the goodness of fit measures in these models are quite low (particularly if you have many missing values in the dependent variables) On Sun, Sep 23, 2012 at 3:26 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > Hi Anat, > > As the first step, I would suggest to use the -ereturn list- command > to see the full stata output available after -ivtobit- > > On Sat, Sep 22, 2012 at 11:33 PM, Anat (Manes) Tchetchik > <anatmanes@gmail.com> wrote: >> Dear statalisters, >> >> I wonder if anyone knows any goodness of fit that is appropriate for >> tobit with endogenous >> variables (ivtobit). Not as in "regular" tobit, stata does not report any >> goodness of fit measure, any idea how to estimate such a measure? >> Any response will be greatly appreciated.. >> Best, >> >> -- >> Anat Tchetchik, PhD >> Department of Hotel and Tourism Management >> Guilford Glazer Faculty of Business and Management >> Ben-Gurion University of the Negev >> P.O.Box: 653 >> Beer-Sheva, Israel, 84105 >> >> E-mail: anat@som.bgu.ac.il >> Phone 972-(0)8-6479735 >> Fax: 972-(0)8-6472920 >> Web: http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm >> * >> * 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/ > > > > -- > Dr. Yuval Arbel > School of Business > Carmel Academic Center > 4 Shaar Palmer Street, > Haifa 33031, Israel > e-mail1: yuval.arbel@carmel.ac.il > e-mail2: yuval.arbel@gmail.com -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa 33031, Israel e-mail1: yuval.arbel@carmel.ac.il e-mail2: yuval.arbel@gmail.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/