. sysuse auto
(1978 Automobile Data)
. generate wgt = weight/1000
. replace mpg=17 if mpg<=17
(14 real changes made)
. tobit mpg wgt, ll
Tobit regression Number of obs = 74
LR chi2(1) = 72.85
Prob > chi2 = 0.0000
Log likelihood = -164.25438 Pseudo R2 = 0.1815
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
wgt | -6.87305 .7002559 -9.82 0.000 -8.268658 -5.477442
_cons | 41.49856 2.05838 20.16 0.000 37.39621 45.6009
-------------+----------------------------------------------------------------
/sigma | 3.845701 .3663309 3.115605 4.575797
------------------------------------------------------------------------------
Obs. summary: 18 left-censored observations at mpg<=17
56 uncensored observations
0 right-censored observations
不是有LR和R2吗
看greene的计量经济学书
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