Two-sided tobit

Econometrics questions and discussions

Two-sided tobit

Postby jnugent » Wed Dec 20, 2006 8:02 am

Hi, does RATS run two-sided tobit analysis, e.g., censored at 0 (lower) and 1 (upper)? I note from the wizard for limited/qualitative dependent variables that there is an upper and a lower limit for censored (tobit) - is this the same thing? Thanks in advance.
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Postby TomM » Fri Dec 22, 2006 12:11 pm

I think this is pretty well covered in Section 14.3 of the User's Guide (Censored and Truncated Samples), and the LDV section of the Reference Manual.
Tom Maycock
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