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st: RE: RE: xttobit with fixed effect???


From   "Ngo,PT (pgr)" <P.T.Ngo@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: xttobit with fixed effect???
Date   Sun, 27 Jul 2003 19:45:40 +0100

This is the link to Bo Honore's website:
http://www.princeton.edu/~honore/

hope that helps,

Thi Minh Ngo

-----Original Message-----
From: Ngo,PT (pgr) 
Sent: 27 July 2003 19:41
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: xttobit with fixed effect???


Hello,

There is a semi-parametric estimator for truncated and censored regression models with fixed effects called Pantob that was developed by Bo Honore (1992) and which is recommended by Baltagi (2001, 2nd edition, p. 212). Pantob estimates a Tobit Fixed-Effects for a two-year panel by either minimising the least squares or the least absolute deviation of the errors. 

See Bo Honore's website.

Thi Minh

-----Original Message-----
From: david reinstein [mailto:daaronr@yahoo.com]
Sent: 27 July 2003 19:06
To: statalist@hsphsun2.harvard.edu
Subject: st: xttobit with fixed effect???


Is there any command to do this -- a tobit
(censored/corner solution) model on panel data , or is
the only way to do this to demean all of the variables
and then run (regular) Tobit?  
Maybe someone wrote an extension to xttobit?

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