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st: robust standard errors for tobit


From   "Alejandro Lopez-Feldman" <[email protected]>
To   <[email protected]>
Subject   st: robust standard errors for tobit
Date   Mon, 22 Nov 2004 13:59:16 -0800

Hi,

I was looking for an explanation of why the options robust and cluster are
not available for the Tobit model but they are available for intreg.  I
found in the FAQ the following post by J Hardin

http://www.stata.com/support/faqs/stat/tobit.html

He basically says that  you can do some manipulations with the data to use
intreg and then obtain robust s.e.  I was sondering if this is s.e are
theoretically valid? If so, why would the people at stata block the option
robust form tobit?

Any comments?
Thanks,
Alejandro


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