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st: xttobit : I have a problem


From   "Naceur Khraief" <nkhraief@ecn.ulaval.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xttobit : I have a problem
Date   Fri, 19 Nov 2004 15:18:18 -0500

Hi users
 
I'm running -xttobit- models, and getting output that I don't understand. Stata gives me a coefficient, but no std. err., conf. interval, etc..  Below you'll find both my command line and the output.
Thanks in advance.
Naceur
 
. xttobit  lnq lnQ lnreus lnremq lnresk lnrehk lnrejp lnreau, ll(0) i(country) 
 
 
Obtaining starting values for full model:
Iteration 0:   log likelihood = -2867.2134
Iteration 1:   log likelihood = -2867.1674
Iteration 2:   log likelihood = -2867.1674
Fitting full model:
Iteration 0:   log likelihood =  -2901.366
Iteration 1:   log likelihood = -2879.4362
Iteration 2:   log likelihood = -2877.6783
Iteration 3:   log likelihood = -2877.6649
Random-effects tobit regression                 Number of obs       =      1146
Group variable (i): country                          Number of groups  =         6
Random effects u_i ~ Gaussian                   Obs per group: min =       191
                                                                  avg                         =     191.0
                                                                   max                       =       191
                                                                  Wald chi2(0)       =         .
Log likelihood  = -2877.6649                     Prob > chi2        =         .
------------------------------------------------------------------------------
         lnq |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         lnQ |   1.248325          .        .       .            .           .
      lnreus |  -.9234277          .        .       .            .           .
      lnremq |  -.3511507          .        .       .            .           .
      lnresk |  -.8897338          .        .       .            .           .
      lnrehk |   1.584254          .        .       .            .           .
      lnrejp |  -.7945153          .        .       .            .           .
      lnreau |  -9.899424          .        .       .            .           .
       _cons |  -50.13802          .        .       .            .           .
-------------+----------------------------------------------------------------
    /sigma_u |   2.676205          .        .       .            .           .
    /sigma_e |   3.325514   .0782069    42.52   0.000     3.172231    3.478797
-------------+----------------------------------------------------------------
         rho |   .3930644          .                             .           .
------------------------------------------------------------------------------
  Observation summary:       1039     uncensored observations
                                           107  left-censored observations
                                            0 right-censored observations
 
 
 

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