. sysuse auto, clear
(1978 Automobile Data)
. generate wgt=weight/100
.
. tobit mpg wgt if foreign==0, ul(24)
Tobit regression Number of obs = 52
LR chi2(1) = 73.78
Prob > chi2 = 0.0000
Log likelihood = -93.019153 Pseudo R2 = 0.2840
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wgt | -.5506199 .0513872 -10.72 0.000 -.6537841 -.4474558
_cons | 37.91318 1.805754 21.00 0.000 34.28798 41.53838
-------------+----------------------------------------------------------------
/sigma | 2.008175 .2255486 1.555367 2.460983
------------------------------------------------------------------------------
Obs. summary: 0 left-censored observations
41 uncensored observations
11 right-censored observations at mpg>=24
. est store a
. tobit mpg wgt if foreign==1, ul(24)
Tobit regression Number of obs = 22
LR chi2(1) = 20.51
Prob > chi2 = 0.0000
Log likelihood = -29.049695 Pseudo R2 = 0.2610
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wgt | -.8703828 .1606183 -5.42 0.000 -1.204407 -.5363586
_cons | 43.69406 4.102241 10.65 0.000 35.16298 52.22514
-------------+----------------------------------------------------------------
/sigma | 2.52664 .6033981 1.271805 3.781475
------------------------------------------------------------------------------
Obs. summary: 0 left-censored observations
10 uncensored observations
12 right-censored observations at mpg>=24
. est store b
.
. suest a b
Simultaneous results for a, b
Number of obs = 74
------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
a_model |
wgt | -.5506199 .0484388 -11.37 0.000 -.6455582 -.4556816
_cons | 37.91318 1.671845 22.68 0.000 34.63642 41.18993
-------------+----------------------------------------------------------------
a_sigma |
_cons | 2.008175 .3459161 5.81 0.000 1.330192 2.686158
-------------+----------------------------------------------------------------
b_model |
wgt | -.8703828 .1032373 -8.43 0.000 -1.072724 -.6680413
_cons | 43.69406 2.992288 14.60 0.000 37.82928 49.55884
-------------+----------------------------------------------------------------
b_sigma |
_cons | 2.52664 .6030802 4.19 0.000 1.344625 3.708655
------------------------------------------------------------------------------
. test [a_model]wgt = [b_model]wgt
( 1) [a_model]wgt - [b_model]wgt = 0
chi2( 1) = 7.86
Prob > chi2 = 0.0050
|