* R. Carter Hill, William E. Griffiths and Guay C. Lim, * Principles of Econometrics, Fourth Edition, Wiley, 2011. * Chapter 16.7.3 Tobit model estimation SAMPLE 1 200 READ (tobit.dat) / names * The TOBIT command reports estimated standard errors for the * NORMALIZED COEFFICIENTS. TOBIT y x * Standard errors for the REGRESSION COEFFICIENTS are * obtained with TEST commands following the tobit estimation. * Estimation results are reported in Equation (16.34), page 618. TEST x/y TEST constant/y STOP