Hi everyone:
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. I´d estimated the following
models:
ols Y const X
ols YCENS const X
And I´d like to estimate intreg with upper limit of 1000 (equivalent to
Stata´s command: tobit YCENS X, ul(1000)). But, I´ve problems to define the
variables minvar and maxvar. The model do not converge with Y_cens_minvar
and Ycens_maxvar and X as independent variable. Are they correct?
Additional question: Is there any equivalent to Stata´s command: truncreg
YTRUNC XTRUNC, ul(1000)?
Thanks in advance for any help.
Maria Dolores Montoya Diaz
The database is:
Y
X
YCENS
YTRUNC
XTRUNC
Ycens_minvar
Ycens_maxvar
1
150
2
150
150
2
150
2
150
4
150
150
4
150
3
160
4
160
160
4
160
4
192
4
192
192
4
192
5
230.4
4
230.4
230.4
4
230.4
6
276.48
3
276.48
276.48
3
276.48
7
331.776
3
331.776
331.776
3
331.776
8
398.131
4
398.131
398.1312
4
398.1312
9
477.757
4
477.757
477.7574
4
477.7574
10
573.309
4
573.309
573.3089
4
573.3089
11
687.971
6
687.971
687.9707
6
687.9707
12
825.565
6
825.565
825.5649
6
825.5649
13
990.678
6
990.678
990.6778
6
990.6778
14
1188.813
8
1000
1000
15
1426.576
8
1000
1000
16
1711.891
8
1000
1000
17
1700
8
1000
1000
18
1700
8
1000
1000
19
1500
7
1000
1000
20
1200
6
1000
1000
21
1440
7
1000
1000
22
1728
8
1000
1000
23
2073.6
8
1000
1000
24
2488.32
8
1000
1000
25
2985.984
8
1000
1000
26
3583.181
18
1000
1000
27
4299.817
18
1000
1000
28
210
4
210
210
4
210
29
210
4
210
210
4
210
30
224
4
224
224
4
224
31
268.8
4
268.8
268.8
4
268.8
32
322.56
4
322.56
322.56
4
322.56
33
387.072
6
387.072
387.072
6
387.072
34
464.486
7
464.486
464.4864
7
464.4864
35
557.384
8
557.384
557.3837
8
557.3837
36
668.86
9
668.86
668.8604
9
668.8604
37
802.632
11
802.632
802.6325
11
802.6325
38
963.159
11
963.159
963.159
11
963.159
39
1155.791
15
1000
1000
40
1386.949
15
1000
1000
41
1664.339
15
1000
1000
42
1997.207
15
1000
1000
43
2396.648
15
1000
1000
44
2380
15
1000
1000
45
2380
14
1000
1000
46
2100
15
1000
1000
47
1680
15
1000
1000
48
2016
15
1000
1000
49
2419.2
15
1000
1000
50
2903.04
16
1000
1000
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