?===================================================================

? McDonald and Moffitt decomposition of tobit coefficient          =

?                                                                  =

? User must define the data matrix with the following line:        =

?                                                                  =

?        NAMELIST         ; X = ... $                              =

?                                                                  =

? User's dependent variable is Y.  Change the following line       =

?                                                                  =

?        CREATE           ; Y = the dependent variable $           =

?===================================================================

       TOBIT      ; Lhs = Y ; Rhs = X ; Par $

       CALC       ; K = COL(X) $

       MATRIX     ; XB = Mean (X) ; beta = part(b,1,k) $

       CALCULATE  ; å  = S

                  ; bxs=dot(beta,xb)/å

                  ; mu = n01(bxs)/phi(bxs)

                  ; p=phi(bxs)

                  ; p1=p*(1-bxs*mu-mu^2)

                  ; p2=n01(bxs)*bxs+n01(bxs)*mu$

?==================================================================

? The next line must be changed by the user to give the right     =

? number of labels for this command.  There are K+1 labels for    =

? the model, where K is the number of variables in X.             =

?==================================================================

       WALD       ; labels = b1,b2,v

                  ; start=b

                  ; Var = Varb

                  ; fn1=phi(dot[Xb]/v)

                  ; fn2= phi(dot[Xb]/v)

                       * (1 - (dot[Xb]/v)*n01(dot[Xb]/v)/phi(dot[Xb]/v)

                        - (n01(dot[Xb]/v)/phi(dot[Xb]/v))^2)

                  ; fn3=   n01(dot[Xb]/v)  *((dot[Xb]/v)

                        +  n01(dot[Xb]/v)/phi(dot[Xb]/v)) $