Pengolahan Model Tobit dengan Stata

Oleh: Akbar Suwardi

Syntax:
tobit depvar [indepvars] [if] [in] [weight], ll[(#)] ul[(#)] [options]

dimana:
* ll[(#)] adalah left-censoring limit
* ul[(#)] adalah right-censoring limit

Gunakan data mroz.dta (753 observasi wanita) untuk melakukan estimasi persamaan
penawaran jam kerja (dalam setahun) dari wanita yang telah menikah di bawah ini dengan
model Tobit:

hours 0 1nwifeinc 2 educ 3exper 4 exper 2 5 age 6 kidslt6 7 kidsge6 u

Estimasi di Stata dengan Model tobit yang standar (dimana batas kiri hours= 0) dapat
dilakukan dengan cara:

tobit

hours nwifeinc educ exper expersq age kidslt6 kidsge6, ll(0)

Tobit regression
Log likelihood = -3819.0946

Number of obs
LR chi2(7)
Prob > chi2
Pseudo R2

=
=
=
=

753
271.59
0.0000
0.0343

-----------------------------------------------------------------------------hours |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------nwifeinc | -8.814243
4.459096
-1.98
0.048
-17.56811
-.0603724
educ |
80.64561
21.58322
3.74
0.000
38.27453
123.0167
exper |
131.5643
17.27938
7.61
0.000
97.64231
165.4863
expersq | -1.864158
.5376615
-3.47
0.001
-2.919667
-.8086479
age | -54.40501
7.418496
-7.33
0.000
-68.96862
-39.8414
kidslt6 | -894.0217
111.8779
-7.99
0.000
-1113.655
-674.3887
kidsge6 |
-16.218
38.64136
-0.42
0.675
-92.07675
59.64075
_cons |
965.3053
446.4358
2.16
0.031
88.88528
1841.725
-------------+---------------------------------------------------------------/sigma |
1122.022
41.57903
1040.396
1203.647
-----------------------------------------------------------------------------Obs. summary:
325 left-censored observations at hours<=0
428
uncensored observations
0 right-censored observations

akbarsuwardi@gmail.com ||

Pengolahan Model Tobit Dengan Stata

|| 1

Estimasi di Stata dengan Model tobit yang memliki batas kanan hours=4950 dapat
dilakukan dengan cara:

tobit

hours nwifeinc educ exper expersq age kidslt6 kidsge6, ul(4950)

Tobit regression
Log likelihood = -6044.5187

Number of obs
LR chi2(7)
Prob > chi2
Pseudo R2

=
=
=
=

753
232.20
0.0000
0.0188

-----------------------------------------------------------------------------hours |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------nwifeinc | -3.442164
2.533697
-1.36
0.175
-8.416189
1.531862
educ |
28.72457
12.90215
2.23
0.026
3.395722
54.05342
exper |
65.74106
9.922842
6.63
0.000
46.26104
85.22108
expersq | -.7017731
.3232376
-2.17
0.030
-1.336337
-.0672095
age | -30.55016
4.346349
-7.03
0.000
-39.08269
-22.01763
kidslt6 | -442.4172
58.60906
-7.55
0.000
-557.4756
-327.3589
kidsge6 |
-32.739
23.08236
-1.42
0.157
-78.05311
12.57512
_cons |
1332.196
269.6927
4.94
0.000
802.749
1861.643
-------------+---------------------------------------------------------------/sigma |
747.1395
19.27648
709.2969
784.9821
-----------------------------------------------------------------------------Obs. summary:
0 left-censored observations
752
uncensored observations
1 right-censored observation at hours>=4950

Estimasi di Stata dengan Model tobit yang memliki batas kiri hours = 0 dan batas kanan
hours=4950 dapat dilakukan dengan cara:

tobit

hours nwifeinc educ exper expersq age kidslt6 kidsge6, ll(0) ul(4950)

regression
Log likelihood = -3813.2697

Number of obs
=
LR chi2(7)
Prob > chi2
Pseudo R2

753
=
=
=

271.37
0.0000
0.0344

-----------------------------------------------------------------------------hours |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------nwifeinc | -8.815546
4.470889
-1.97
0.049
-17.59257
-.0385255
educ |
80.70853
21.64041
3.73
0.000
38.22518
123.1919
exper |
131.931
17.33008
7.61
0.000
97.90948
165.9525
expersq | -1.870695
.5391501
-3.47
0.001
-2.929127
-.8122632
age | -54.57207
7.440187
-7.33
0.000
-69.17827
-39.96588
kidslt6 | -896.0375
112.1955
-7.99
0.000
-1116.294
-675.7811
kidsge6 | -16.02997
38.74414
-0.41
0.679
-92.0905
60.03055
_cons |
968.154
447.6282
2.16
0.031
89.39313
1846.915
-------------+---------------------------------------------------------------/sigma |
1124.914
41.77934
1042.895
1206.933
-----------------------------------------------------------------------------Obs. summary:
325 left-censored observations at hours<=0
427
uncensored observations
1 right-censored observation at hours>=4950

akbarsuwardi@gmail.com ||

Pengolahan Model Tobit Dengan Stata

|| 2

Untuk mendapatkan nilai prediksi dan marginal effects (mfx) setelah estimasi tobit dapat
dilakukan dengan cara:

tobit
hours nwifeinc educ exper expersq age kidslt6 kidsge6, ll(0) ul(4950)
predict hourshat, ystar(0,4950)
mfx, predict (ystar(0,4950))
Marginal effects after tobit
y = E(hours*|0<hours<4950) (predict, ystar(0,4950))
= 612.07618
-----------------------------------------------------------------------------variable |
dy/dx
Std. Err.
z
P>|z| [
95% C.I.
]
X
---------+-------------------------------------------------------------------nwifeinc | -5.321742
2.69507
-1.97
0.048
-10.604 -.039507
20.129
educ |
48.72188
12.984
3.75
0.000
23.2731 74.1706
12.2869
exper |
79.64371
10.323
7.71
0.000
59.4104
99.877
10.6308
expersq | -1.129296
.32381
-3.49
0.000 -1.76395 -.494641
178.039
age |
-32.9439
4.46561
-7.38
0.000 -41.6963 -24.1915
42.5378
kidslt6 | -540.9172
66.738
-8.11
0.000 -671.721 -410.114
.237716
kidsge6 | -9.676925
23.399
-0.41
0.679 -55.5386 36.1847
1.35325
------------------------------------------------------------------------------

Note: Penjelasan cara membaca output tobit dapat dilihat di Modul Logit dan Probit.

Jika ada kritik dan saran atas modul ini atau ingin berdiskusi, silahkan email ke
akbarsuwardi@gmail.com
Segala kritik dan saran dan sangat berharga bagi penulis.

akbarsuwardi@gmail.com ||

Pengolahan Model Tobit Dengan Stata

|| 3