Subject: | XploRe: Learning Guide |
See XploRe: |
Quantlet: | metric01 | |
Description: | Illustrates Tobit estimation. | |
Download: | metric01.xpl |
library("metrics") randomize(241200) n = 500 k = 2 x = matrix(n)~aseq(1, n ,0.25) s = 8 u = s*normal(n) b = #(-9, 1) ystar = x*b+u y = ystar.*(ystar.>=0) tstep = tobit(x,y) tstep.b tstep.s tstep.cv dg = matrix(rows(tstep.cv),1) dig = diag(dg) stm = dig.*tstep.cv std = sqrt(sum(stm,2)) coef = tstep.b|tstep.s coef~(coef./std) ; t-ratios
Subject: | XploRe: Learning Guide |
See XploRe: |