> --begin included ----- > My endogenous variable is not a time depending variable but percentages > which naturally are censored in the interval [0,100]. Unfortunately many > data points are 0 or 100 exactly. The rest of the data is asymmetrically > distributed. So I would like to apply a two-limit tobit, regressing the > percentage > (endogenous variable) on several explanatory variables. > > --- end included ---- > > Censoring is a limit in the observation process: right censored at 100 > means > that "the true y value is > 100, but we did not observe the exact value". > You > have binomial data with 0 <= y <= 100, which is not a constraint on the > observation process. > You should be using glm with a binomial family. > > Terry T >
Sorry for being so cumbersome, but I don't see why my data shouldn't be censored but be binomial instead. The classical Tobit (left censored at zero) example is household expenditure on durable goods, which naturally has a high peak on zero as not each item is bought in every period. As expenditure can't be negative, the variable is left censored. In my case, the (observed) percentage of A must be between 0 and 100. We suppose that each individual has a specific unobservable tendency (y*) to do A. If the tendency to do A is very low (y*<=0), we observe that she does not do A (y=0); if the tendency is very high (y*>=100), we observe that she is only doing A (y=100); if the tendency is mediocre (0<y*<100), we observe that she is doing some A (y=y*, 0<y<100). I don't see a binomial distribution in the data. I don't see where there is a Bernoulli trial in the data as y can take more than two values and is even a continuous variable. As said before I'm no big statistician so I would be grateful if you could enlighten me. Geraldine ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
