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