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st: RE: two-way tobit


From   "Ronnie Babigumira" <ronnie.babigumira@ios.nlh.no>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: two-way tobit
Date   Wed, 25 Sep 2002 11:26:59 +0200

.findit tobit gives you a number of options (estimation, robustness etc). 

********************************************
Ronnie Babigumira
Agricultural University of Norway
Department of Economics and Social Sciences
P. O. Box 5033, N-1432 ├ůS, NORWAY
******************************************** 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Mueller,E
(pgr)
Sent: 25. september 2002 09:34
To: statalist@hsphsun2.harvard.edu
Subject: st: two-way tobit


Dear Statalist members,
I want to run a regression with a growth rate as dependent variable. For about 90% of the observations the growth rate is equal to zero, for 5% it is negative and for 5% it is positive. 
I learned that a two-way tobit, which can treat the zeros as a discrete variable with a mass point and the negative and positive growth rates as continuous variable, would be more appropriate than OLS.
Has someone already written a programme for this problem or for a similar problem?
My data is of the pooled cross-section time-series type, therefore I would like to get standard errors that are robust to heteroscedasticity and autocorrelation.
 
Many thanks in advance,
Elisabeth
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