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    Tobit Output Example

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    reigeki garfield
    The document summarizes the results of a regression analysis with TE as the dependent variable and U, P, F, Exp, and SKL as independent variables. The regression finds some independent variables are statistically significant predictors of TE. A tobit model is also estimated to account for the limited range of TE from 0 to 1.

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    Tobit Output Example

    Uploaded by

    reigeki garfield
    10 views3 pages
    The document summarizes the results of a regression analysis with TE as the dependent variable and U, P, F, Exp, and SKL as independent variables. The regression finds some independent variables are statistically significant predictors of TE. A tobit model is also estimated to account for the limited range of TE from 0 to 1.

    Original Description:

    Using stata to output tobit analysis

    Original Title

    Tobit output example

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    The document summarizes the results of a regression analysis with TE as the dependent variable and U, P, F, Exp, and SKL as independent variables. The regression finds some independent variables are statistically significant predictors of TE. A tobit model is also estimated to account for the limited range of TE from 0 to 1.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    10 views3 pages

    Tobit Output Example

    Uploaded by

    reigeki garfield
    The document summarizes the results of a regression analysis with TE as the dependent variable and U, P, F, Exp, and SKL as independent variables. The regression finds some independent variables are statistically significant predictors of TE. A tobit model is also estimated to account for the limited range of TE from 0 to 1.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Regresi

    . regress TE U P F Exp SKL

    Source SS df MS Number of obs = 72


    F(5, 66) = 2.61
    Model .299001756 5 .059800351 Prob > F = 0.0325
    Residual 1.51223017 66 .022912578 R-squared = 0.1651
    Adj R-squared = 0.1018
    Total 1.81123193 71 .025510309 Root MSE = .15137

    TE Coefficient Std. err. t P>|t| [95% conf. interval]

    U .0045932 .0021035 2.18 0.033 .0003933 .008793


    P .0009498 .0053356 0.18 0.859 -.009703 .0116027
    F .0266062 .0148276 1.79 0.077 -.0029981 .0562104
    Exp -.0010778 .0015895 -0.68 0.500 -.0042513 .0020957
    SKL -.1000732 .0416916 -2.40 0.019 -.1833131 -.0168333
    _cons .3432864 .1412039 2.43 0.018 .0613638 .6252091
    . swilk TE U P F Exp SKL

    Shapiro–Wilk W test for normal data

    Variable Obs W V z Prob>z

    TE 72 0.94520 3.451 2.698 0.00349


    U 72 0.99009 0.624 -1.026 0.84766
    P 72 0.98688 0.826 -0.416 0.66139
    F 72 0.99114 0.558 -1.270 0.89789
    Exp 72 0.89890 6.367 4.032 0.00003
    SKL 72 0.96542 2.178 1.695 0.04502

    . estat hettest

    Breusch–Pagan/Cook–Weisberg test for heteroskedasticity


    Assumption: Normal error terms
    Variable: Fitted values of TE

    H0: Constant variance

    chi2(1) = 1.33
    Prob > chi2 = 0.2484

    . estat vif

    Variable VIF 1/VIF

    U 1.43 0.701611
    Exp 1.31 0.764736
    P 1.18 0.847206
    F 1.16 0.860497
    SKL 1.06 0.942498

    Mean VIF 1.23


    . tobit TE U P F Exp SKL, ll(0) ul(1)

    Refining starting values:

    Grid node 0: log likelihood = 36.907328

    Fitting full model:

    Iteration 0: log likelihood = 36.907328


    Iteration 1: log likelihood = 36.907328

    Tobit regression Number of obs = 72


    Uncensored = 72
    Limits: Lower = 0 Left-censored = 0
    Upper = 1 Right-censored = 0

    LR chi2(5) = 12.99
    Prob > chi2 = 0.0235
    Log likelihood = 36.907328 Pseudo R2 = -0.2136

    TE Coefficient Std. err. t P>|t| [95% conf. interval]

    U .0045932 .002014 2.28 0.026 .0005732 .0086131


    P .0009498 .0051085 0.19 0.853 -.0092467 .0111463
    F .0266062 .0141963 1.87 0.065 -.0017298 .0549421
    Exp -.0010778 .0015218 -0.71 0.481 -.0041153 .0019597
    SKL -.1000732 .0399166 -2.51 0.015 -.1797471 -.0203992
    _cons .3432864 .1351924 2.54 0.013 .0734412 .6131316

    var(e.TE) .0210032 .0035005 .0150595 .0292928

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