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  • #16
    Originally posted by Nick Cox View Post
    My prior prejudice is that Tobit is oversold in this context. It's hard to see that in principle that linearity is consistent with bounded responses.

    What are the bounds of the outcome in principle (not in practice)? I guess at 13 and 65.

    The values seem curiously labile from post to post in this thread? I see 13, 15 and 47, 50.

    If so, then I'd rescale to (scale - 13) / 52 (i.e. bounds [0, 1]) and then apply logit link and robust standard errors.
    Thank you very much for your good advice, Nick. If changing data from bounded integers into fractions (0,1), should I use fractional response model then? If so, as I am not familiar with the interpretation of coefficients in that model, I will search it.

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    • #17
      Originally posted by Joseph Coveney View Post
      If you're concerned, then do some diagnostics, for example, what do the residuals look like?
      Code:
      help diagnostic plots
      help regress postestimation plots
      Linear regression would seem to be a reasonable option when summing of as many as 13 ordered-categorical items into a Likert scale, unless they're nearly perfectly correlated.

      Code:
      version 14.2
      
      clear *
      set more off
      set seed 1391759
      
      forvalues i = 1/13 {
      local varlist `varlist' y`i'
      }
      tempname Corr
      matrix define `Corr' = J(14, 14, 0.5) + I(14) * 0.5
      
      quietly drawnorm `varlist' x, corr(`Corr') n(100)
      foreach var of varlist `varlist' {
      generate byte l`var' = 1
      forvalues cut = 0.25(0.25)0.75 {
      quietly replace l`var' = l`var' + 1 if `var' > invnormal(`cut')
      }
      }
      
      egen double total = rowtotal(ly?)
      
      histogram total
      sleep 1500
      
      regress total c.x
      predict double xb, xb
      
      qnorm xb
      sleep 1500
      
      pnorm xb
      sleep 1500
      
      rvfplot
      
      exit
      Thank you so much for your good suggestion and the detailed codes, which is very helpful.

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