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st: RE Tobit models with endogenous variables


From   "Gemma Tetlow" <G.C.Tetlow@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE Tobit models with endogenous variables
Date   Sat, 28 Aug 2004 13:14:17 +0100

I am estimating a model, using panel data, where the dependent variable is censored at zero. One of the explanatory variables is endogenous and so I need to instrument it. Am I correct in thinking that there is no command to estimate instrumental variable random effects tobit models? If so, how can I estimate this model and then bootstrap to get correct standard errors? I am particularly uncertain about creating a program that I can then bootstrap, as I have not programmed in Stata before.

Gemma

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