Two-sided tobit

Econometrics questions and discussions
holyw160
Posts: 10
Joined: Thu Nov 09, 2006 3:07 am

Two-sided tobit

Unread post by holyw160 »

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.
TomM
Posts: 20
Joined: Tue Oct 24, 2006 3:34 pm

Unread post by TomM »

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
Estima

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