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MVTOBIT: Stata module to calculate multivariate tobit models by simulated maximum likelihood (SML)

Author

Listed:
  • Mikkel Barslund

    (Danish Economic Councils)

Programming Language

Stata

Abstract

mvtobit estimates M-equation tobit models (including bivariate tobit models). To evaluate the multidimensional integrals, mvtobit relies on Cappellari & Jenkins' mdraws and egen mvnp commands to implement the Geweke-Hajivassiliou-Keane (GHK) simulator. The estimator is implemented with the lf method and supports all the usual maximum likelihood features. Computation time is an issue with many equations. Users of Stata 9 and higher should have a look at the user command cmp.

Suggested Citation

  • Mikkel Barslund, 2007. "MVTOBIT: Stata module to calculate multivariate tobit models by simulated maximum likelihood (SML)," Statistical Software Components S456875, Boston College Department of Economics, revised 03 Jul 2015.
    • Handle: RePEc:boc:bocode:s456875
    Note: This module should be installed from within Stata by typing "ssc install mvtobit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mvtobit.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mvtobit_ll.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mvtobit_2ll.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mvtobit.hlp
    File Function: help file
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    Citations

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    Cited by:

    1. Chenyi He & Ruifeng Liu & Zhifeng Gao & Xin Zhao & Charles A. Sims & Rodolfo M. Nayga, 2021. "Does local label bias consumer taste buds and preference? Evidence of a strawberry sensory experiment," Agribusiness, John Wiley & Sons, Ltd., vol. 37(3), pages 550-568, July.
    2. Sanzidur Rahman & Chidiebere Daniel Chima, 2016. "Determinants of Food Crop Diversity and Profitability in Southeastern Nigeria: A Multivariate Tobit Approach," Agriculture, MDPI, vol. 6(2), pages 1-14, April.
    3. He, Chenyi & Gao, Zhifeng & House, Lisa & Guan, Zhengfei, 2016. "Impact of Sensory Quality and Labels on Consumer Preference of Fresh Strawberries," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230122, Southern Agricultural Economics Association.

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