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Re: st: Panel Tobit


From   David Eckles <[email protected]>
To   [email protected]
Subject   Re: st: Panel Tobit
Date   Fri, 9 Jul 2004 19:32:38 -0400 (EDT)

you have to define the cross sectional (for instance, firms) and time
unit (years).

the code shoud look something like...

iis "company variable"
tis "year variable"

then use the xtreg function with re or fe (or be for between effects)....

xtreg dependent independent, fe (re or be)

good luck.

> 
> Thanks David,
> I am lucky enough to have STATA v8 but not panel tobit with fixed effects. In my case 
> there are 27 right censored observation. I was just wondering can you or other users 
> give me a sample command to run fixed effect and random effect model. Is it just xtreg 
> with fe option?  
> 
> On 9 Jul 2004 at 17:33, David Eckles wrote:
> 
> Yaseen,
> 
> I am also doing some efficiency estimation and i use tobit as a robustness
> check.  very few of our scores are censored (at zero or 1), so we are
> using other models (ols, fixed and random effects).  You might want to
> make sure ols (or tobit) is correct for your data, fixed or random effects
> may be better.
> 
> Along the same lines, is it possible to run fixed effects tobit model with
> stata?  I am using v7 and that allows a random effects tobit, but not
> fixed effects (as far as i can tell).
> 
> thanks in advance.
> 
> david
> 
> 
> > 
> > Dear Stata Users,
> > 
> > Interestingly my question is also with regard to efficiency estimation. I have a data with 
> > two outputs and two inputs. By using the DEA I have calculated technical efficiency. 
> > Now I am interested to explain these efficiency by running panel tobit. Am I right to run 
> > panel tobit? I have unbalanced panel data. Is there any other way to do it?
> > 
> > Yaseen    
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> > 
> 
> 
> 
> -- 
> 
> David Eckles
> PhD Candidate
> The Wharton School
> University of Pennsylvania
> 3641 Locust Walk
> Philadelphia PA 19104
> (215) 898-3589 (O)
> (215) 898-0310 (F)
> assets.wharton.upenn.edu/~deckles
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 



-- 

David Eckles
PhD Candidate
The Wharton School
University of Pennsylvania
3641 Locust Walk
Philadelphia PA 19104
(215) 898-3589 (O)
(215) 898-0310 (F)
assets.wharton.upenn.edu/~deckles
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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