help bitobit
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Title

    [R] bitobit --  Bivariate Tobit regression


Syntax

        bitobit estimate [if] [in] , y1(depvar1) y2(depvar2) x1(varlist)
                x2(varlist) censor1(varname) censor1(varname) [level(#)]

Description

    bitobit fits a two equation seemingly-unrelated model of the y1 variable
    on the x1 variables and the y2 variable on the x2 variables, where the
    censoring status is determined by the censor1 and censor2 variables.


Options

    estimate Any arbitrary string of letters or numbers could be substituted
    for the word "estimate"; an argument before the comma is required so the
    syntax command recognizes this as an estimation command and not a replay
    command.

    y1 designates the dependent variable in the first equation.

    y2 designates the dependent variable in the second equation.

    x1 designates the independent variables in the first equation.

    x2 designates the independent variables in the second equation.

    censor1 designates the variable that indicates the censoring status of
    the first equation.  For observations where this variable takes on a
    value of zero, the actual value is equal to the observed value of y1 (no
    censoring).  For observations where this variable takes on a value of
    one, the actual value is above the observed value of y1 (left censoring).
    For observations where this variable takes on a value of negative one,
    the actual value is less than the observed value of y1 (right censoring).

    censor2 designates the variable that indicates the censoring status of
    the second equation.  For observations where this variable takes on a
    value of zero, the actual value is equal to the observed value of y2 (no
    censoring).  For observations where this variable takes on a value of
    one, the actual value is above the observed value of y2 (left censoring).
    For observations where this variable takes on a value of negative one,
    the actual value is less than the observed value of y2 (right censoring).

The behavior of this routine is undefined if censor1 or censor2 contain
values other than -1, 0, or 1.

Examples

    Fixed censoring threshhold

    . generate fridge_censor = 0

    . replace fridge_censor = -1 if refrigerators == 0

    . generate wash_censor = 0

    . replace wash_censor = -1 if washing_machines == 0

    . bitobit estimate, y1(refrigerators) x1(temperature food_price
        interest_rate GDP) y2(washing_machines) x2(interest_rate GDP
        clothes_price dry_cleaning_price) censor1(fridge_censor)
        censor2(wash_censor)

    Variable censoring threshhold

    . bitobit estimate, y1(age_entering_league) x1(height weight
        family_income) y2(age_leaving_league) x2(height weight family_income)
        censor1(hasnt_joined_league_to_date)
        censor2(hasnt_left_league_to_date)

Author

    Daniel Lawson, Drew University, dlawson@drew.edu

Version