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st: Re: xttobit : I have a problem


From   "Alejandro Lopez-Feldman" <alelopez@ucdavis.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: xttobit : I have a problem
Date   Fri, 19 Nov 2004 12:29:48 -0800

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" <nkhraief@ecn.ulaval.ca>
To: <statalist@hsphsun2.harvard.edu>
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/


*
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