Hello, Statalist fellows!
I'm finishing my bachelor's thesis, in which I'm running a right-censored Tobit model for a (0, 1] dependant variable.
After the regression, I need to compute the generalized residuals to check for normality and homoskedasticity. Sadly, the only formal reference that I got is from Cameron and Trivedi (2010) "Microeconometrics using Stata" and it is for a log transformed dependant variable and a left-censored estimation. I have severe doubts about computing the inverse Mills ratio, especially when I generate the threshold.
Please, help me.
Thanks in advance.
Regards,
Romar.
Related Posts with (I NEED HELP) How to manually compute generalized residuals and score for a right-censored Tobit model?
Model Validation Using StataHi all, I have a question about how to do model validation using Stata. I used a training dataset …
Finding the totals of string variablesHi everyone, I have this dataset that i need to calculate the totals for each program. So, for exam…
Two-way graph for panel dataDear, I want to plot a variable in panel data. Below is an example of my data. Code: year provinc…
Differences in correlation coefficients produced by corr and regFor certain variables, corr and reg produce different correlation coefficients that cannot be explai…
Two-way graph for panel dataDear, I want to plot a variable in panel data. Below is an example of my data. Code: year provinc…
Subscribe to:
Post Comments (Atom)
0 Response to (I NEED HELP) How to manually compute generalized residuals and score for a right-censored Tobit model?
Post a Comment