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st: XTTOBIT - MISSING CHI SQUARE STATISTICS ??
I am using a two-year household panel data set and I am trying to estimate a Tobit random effect model. I have introduced commune dummies and communes interacted with a time dummy in an effort to control for unobserved heterogeneity.
xi: xttobit perenn d98 formloan weakright provtitles landcul anugood hhsize hhsizesq equipval draft bikeown cupboard roomno dowry fruitprice riceprice Nprice marketdis irrignew roadnew disast4 disast8 i.commune*d98 i.commune, ll(0) nolog
The model took a good five hours to converge. However, Stata does not calculate the Wald chi square statistics.
Random-effects tobit regression Number of obs = 6236
Group variable (i): hhno8 Number of groups = 3173
Random effects u_i ~ Gaussian Obs per group: min = 1
Wald Chi (233) = .
Log Likelihood=-44714.763 Prob>chi2 = .
[very long output omitted]
Would anyone know why this would be the case?
Thanks a lot. Best regards.
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