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]