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Re: st: goodness of fit measure fir ivtobit
From
"Anat (Manes) Tchetchik" <[email protected]>
To
[email protected]
Subject
Re: st: goodness of fit measure fir ivtobit
Date
Mon, 24 Sep 2012 17:54:07 +0300
I haven't thought about the count model, I will definitely try to run
it! thanks much!
On Mon, Sep 24, 2012 at 5:38 PM, Maarten Buis <[email protected]> wrote:
> That does not sound like censoring at all. I would think of this as a
> regular count model. There are examples on how to deal with such an
> iv-model in -help gmm-.
>
> Hope this helps,
> Maarten
>
> On Mon, Sep 24, 2012 at 4:11 PM, Anat (Manes) Tchetchik
> <[email protected]> wrote:
>> Austin Hi,
>> Thank you very much for your reply!
>> What I have as a dependent var. are 500 respondents' reports of the
>> number of times they travelled abroad to visit their friends and
>> relatives over the course of their adult lives. Some respondents yet,
>> who have relatives abroad, did not travel at all.
>> So the observations are censored at zero, with mean =2.2, max =50 and
>> stdev= 3.8.
>> Do you think in that case that the general methods of moments will be better?
>> Thanks much!!!
>> Anat
>>
>> On Sun, Sep 23, 2012 at 5:49 AM, Austin Nichols <[email protected]> wrote:
>>>
>>> Anat (Manes) Tchetchik <[email protected]>:
>>> You can always -predict- and compute the squared correlation of
>>> predictions with observed values:
>>> http://www.stata.com/support/faqs/statistics/r-squared/
>>> but are you sure your -ivtobit- model is justified? What is the
>>> process that results in observations being censored? I suspect you
>>> have a lower limit at zero which is actually a very low conditional
>>> mean rounded down to zero--am I right? You may be better off with a
>>> -gmm- model.
>>>
>>> On Sat, Sep 22, 2012 at 5:33 PM, Anat (Manes) Tchetchik
>>> <[email protected]> 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..
>>> *
>>> * 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/
>>
>>
>>
>>
>> --
>> 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: [email protected]
>> 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/
>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
> * 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/
--
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: [email protected]
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/