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st: Tobit with cluster()


From   Alexander.D.Rothenberg@frb.gov
To   statalist@hsphsun2.harvard.edu
Subject   st: Tobit with cluster()
Date   Wed, 23 Feb 2005 09:39:09 -0500



Hello,

I was wondering if anyone knew if there was a way to estimate a tobit model
and adjust the standard errors for clustering across groups.  I'm not sure
why STATA won't let you run a tobit model with the cluster option, and if
there is some way to do this or force STATA to to this, I would really like
to know how.

I'm trying to estimate the following model:

tobit usown97float uslist97 msci97 lnas97 debt_as97 bkmkt97 divyld97
corr_wm95 spgd1-spgd12 if sic60~=1, ll(0) ul(100)

This works fine, but when I include a cluster() option, it doesn't work,
and I'm not sure how to proceed.  Any assistance with this would be greatly
appreciated.  Thanks!


Alex

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