[Gretl-users] RES: intreg doubt
Allin, thank you very much.
It functions perfectly.
Dolores.
-----Mensagem original-----
De: Allin Cottrell [mailto:cottrell@wfu.edu]
Enviada em: sábado, 5 de março de 2011 17:33
Para: madmdiaz(a)usp.br; Gretl list
Assunto: Re: [Gretl-users] intreg doubt
On Sat, 5 Mar 2011, Maria Dolores Montoya Diaz wrote:
I'd like to compare results of censored model (tobit) with OLS
regression.
For this, I've prepared the following hypothetical data, that I've copied
below. The censoring point for y is 1000 [...]
And I'd like to estimate intreg with upper limit of 1000 (equivalent to
Stata's command: tobit YCENS X, ul(1000)).
This doesn't sound like a case for interval regression. But you
can easily get tobit to do the job; just transform Y so it's
censored at 0 instead of at 1000.
series TY = 1000 - Y
TY = (TY < 0)? 0 : TY
series TX = -X
tobit TY 0 TX
The coefficient reported for TX is the same as that reported by
Stata for tobit ycens x, ul(1000).
Additional question: Is there any equivalent to Stata's command:
truncreg
YTRUNC XTRUNC, ul(1000)?
There's no built-in equivalent to "truncreg", no.
Allin Cottrell