Look at the answer that Guillaume Frechette gave me earlier today to a
similar question :
"You could try superxt (http://homepages.nyu.edu/~gf35/html/sg158.htm) or
just try different starting values or different number of quadrature points.
g"
It worked for me.
Alejandro
----- Original Message -----
From: "Naceur Khraief" <[email protected]>
To: <[email protected]>
Sent: Friday, November 19, 2004 12:18 PM
Subject: st: xttobit : I have a problem
> 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
>
>
>
>
> *
> * 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/
