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by cpercy
Thu Sep 09, 2010 12:21 pm
Forum: Estimation
Topic: Interpreting estimation output in censored regression
Replies: 4
Views: 5247

Re: Interpreting estimation output in censored regression

That's very helpful, thank you. So from an analytic partial derivative perspective I do not need to include the > 0. My initial optimism has foundered though - I can't find a convenient analytic representation of the first derivative (with respect to a) of the incomplete gamma function - which means...
by cpercy
Wed Sep 08, 2010 12:56 pm
Forum: Estimation
Topic: Interpreting estimation output in censored regression
Replies: 4
Views: 5247

Interpreting estimation output in censored regression

I saw the helpful posts from Dec 2004 on censored regression - I have a related question. I've copied the text below from the substituted coefficients section of 'representations' view for a Tobit estimation left censored at zero - with extreme value errors. NEET_MONTHS = 0*@CEXTREME((0 - I_NEET_MON...

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