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st: Re: Xttobit and completely determined panels.
I have an unbalanced panel dataset, and I am
running a tobit (random effects, panel i.e.
xttobit) for it.
I get, the line "two completely determined panels" at
the end of a run, with missing s.es etc. So I tabulated
the value of the dependent variable against the lone
independent variable (which is present along with a
time trend. xttobit is using (district) as the id variable.)
I could not identify anything as troubling.
Then I tabulated the means of the dependent variable,
against district. Sure enough, for 5 districts, the
standard deviation is zero for the dependent variable.
Do I have to take out observations for ALL five districts
from the xttobit? The specification runs fine, with no
warnings, if I take out only four of the districts (because
collinearity disappears?) One other question, if I take logs
of the dependent variable, with log(0) =0, this
warning never appears.
More importantly, why is this a cause for worry in tobit models
where one would expect many zeros.
Jyotsna (Jo) Puri
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