Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: zero-inflated Tobit models
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: zero-inflated Tobit models
Date
Mon, 10 Jun 2013 11:28:01 +0100
I think you are downplaying very good advice from Austin here. If you
have any negative values, a tobit with censoring at zero sounds wrong
in principle. Trying to complicate an incorrect model does not seem
like a good strategy.
Nick
[email protected]
On 10 June 2013 11:18, Katie Farrin <[email protected]> wrote:
> Thanks, Austin,
>
> I inquired about zero-inflated models because the regression I'm
> performing is a first-stage regression in an IV model. I am
> instrumenting for business profits due to nonrandom selection into
> owning a business. I merely wanted a better fit to improve the
> significance of my second-stage results (I'm bootstrapping my errors),
> and thus am not sure I need GMM or SEM at this point in my research.
> While the data isn't technically censored at zero, I have only 4 (out
> of 1900) observations where profits are to the left of zero. I have a
> lot of zero observations (about 1500),
>
> Again, does anyone know of a zero-inflated Tobit command (or option
> within a command) in Stata?
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/