[求助]问一个关于Tobit回归的问题

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Tobit回归的标准形式是

Y_i^*=X_i'β+u_i

Y_i=y_i*, if Y_i*>0

Y_i=0, if Y_i*<=0

现在有一组观测值Yi是一组截断数据，不大于1，不小于0。为什么大家都采用Tobit来做呢？Tobit不是只能卡住一段么？比如说不大于1。那么不小于那段如何卡住呢？

谢谢！

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Tobit回归 Tobit bit Tobit

Tobit regression assumes the data are truncated, or censored, above or below certain values. The technique is similar to survival analysis in that it uses a censoring value to stand in for an indeterminant quantity. In fact, it is run using one of the procedures in SAS designed for the analysis of survival data.

The parameter estimates resulting from a Tobit regression are not interpretable in the same way that those from a linear regression are. Techniques are available which decompose the parameter estimates in two parts: the effect of the probability being above zero, and the effect on the mean given that it is above zero

The LIFEREG Procedure can be used to perform a Tobit analysis. The Tobit model, described by Tobin (1958), is a regression model for left censored data assuming a normally distributed error term. The model parameters are estimated by maximum likelihood. PROC LIFEREG provides estimates of the parameters of the distribution of the uncensored data. Refer to Greene (1993) and Maddala (1983) for a more complete discussion of censored normal data and related distributions

[此贴子已经被作者于2005-5-15 5:22:29编辑过]

sas9中的tobit使用ets模块中的 qlim命令

stata中比较简单 tobit y x1 x2 x3 x4, ll(0) ul(1)

谢谢!

[此贴子已经被作者于2005-5-16 14:09:22编辑过]

请问用Eviews怎样具体操作呀？~

本人推荐使用的是STATA

向各位学习来的。

STATA能进行面板数据评价吗

https://bbs.pinggu.org/thread-1116750-1-1.html
https://bbs.pinggu.org/thread-59932-2-1.html
https://bbs.pinggu.org/thread-153275-1-1.html

eviews可以啊 就是选择tobit  不是最小二乘 然后写出区间 就可以了