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RE: st: can someone recommend a command (please) to recover mean & SD of untruncated distribution from a truncated normal distribution. Thanks
From
Charley Greenwood <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: can someone recommend a command (please) to recover mean & SD of untruncated distribution from a truncated normal distribution. Thanks
Date
Thu, 5 Sep 2013 09:36:16 +1000
Many thanks joerg. Much appreciated.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Joerg Luedicke
Sent: Thursday, September 05, 2013 12:25 AM
To: [email protected]
Subject: Re: st: can someone recommend a command (please) to recover mean & SD of untruncated distribution from a truncated normal distribution. Thanks
You could use a univariate tobit model:
*---------------------------
clear
set obs 1000
set seed 123
gen x = rnormal()
sum x
replace x = -1 if x < -1
sum x
tobit x , ll(-1)
di "M = " _b[model:_cons]
di "SD = " _b[sigma:_cons]
*---------------------------
Joerg
On Wed, Sep 4, 2013 at 6:56 PM, Charley Greenwood <[email protected]> wrote:
> I think it involves estimating a pdf by MLE. I have tried regressing constant only in truncreg but that didn't work.
>
> Thanks.
>
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