*
* Example 7.4.3 on pp 222-225
* Example 7.5.4 on pp 233-236
* ??? Second stage standard errors for table 7.10.
*
open data tobacco.asc
data(format=free,org=columns) 1 2724 $
  bluecol whitecol flanders walloon nkids nkids2 nadults lnx share2 $
  share1 nadlnx agelnx age d1 d2 w1 w2 lnx2 age2
*
* Tobit I models
*
ldv(lower=0.0,censor=lower) share1
# constant age nadults nkids nkids2 lnx agelnx nadlnx
exclude(title="Wald Test")
# age nadults nkids nkids2 lnx agelnx nadlnx
ldv(lower=0.0,censor=lower) share2
# constant age nadults nkids nkids2 lnx agelnx nadlnx
exclude(title="Wald Test")
# age nadults nkids nkids2 lnx agelnx nadlnx
*
* OLS regressions on positive observations only
*
linreg(smpl=share1>0) share1
# constant age nadults nkids nkids2 lnx agelnx nadlnx
linreg(smpl=share2>0) share2
# constant age nadults nkids nkids2 lnx agelnx nadlnx
*
* Probits for non-zero consumption
*
set choice1 = share1>0
set choice2 = share2>0
*
ddv choice1
# constant age nadults nkids nkids2 lnx agelnx nadlnx bluecol whitecol
exclude
# age nadults nkids nkids2 lnx agelnx nadlnx bluecol whitecol
ddv choice2
# constant age nadults nkids nkids2 lnx agelnx nadlnx bluecol whitecol
exclude
# age nadults nkids nkids2 lnx agelnx nadlnx bluecol whitecol
*
* Tobit II models
*
ddv(noprint) choice1
# constant age nadults nkids nkids2 lnx agelnx nadlnx bluecol whitecol
prj(mills=lambda)
linreg(smpl=share1>0) share1
# constant age nadults nkids nkids2 lnx agelnx nadlnx lambda
*
ddv(noprint) choice2
# constant age nadults nkids nkids2 lnx agelnx nadlnx bluecol whitecol
prj(mills=lambda)
linreg(smpl=share2>0) share2
# constant age nadults nkids nkids2 lnx agelnx nadlnx lambda