* R. Carter Hill, William E. Griffiths and Guay C. Lim, * Principles of Econometrics, Third Edition, Wiley, 2008. * Chapter 16.7.3 Tobit model estimation SAMPLE 1 200 READ (tobit.shd) y x * The TOBIT command reports estimated standard errors for the * NORMALIZED COEFFICIENTS. * Standard errors for the REGRESSION COEFFICIENTS are * obtained with TEST commands following the tobit estimation. TOBIT y x TEST x/y TEST constant/y * Estimation results are reported in Equation (16.34), page 445. STOP