Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Robust with xttobit

From   "Rodrigo A. Alfaro" <>
To   <>
Subject   st: Re: Robust with xttobit
Date   Wed, 7 Jun 2006 10:02:30 -0400


It seems to me that your concern is only about heteroskedasticity. For this 
reason you can use -_robust- command which implements sandwich variance 
estimator. Read carefully about -_robust- in the manual.


----- Original Message ----- 
From: "Niru" <>
To: <>
Sent: Wednesday, June 07, 2006 9:02 AM
Subject: st: Robust with xttobit

Hello, I had posted this two weeks ago and since I
didn't get a response, I'm posting it one last time,
desparately hoping to get some response.

Dear Statalisters,

I am using random effect tobit estimation and would
like to get robust standard errors. But "robust" and
"cluster" options are not allowed with "xttobit".

I also tried to use "xtintreg" (random effects
interval data regression) with "robust" option but
this is not allowed either.
Is there any way to get robust standard errors with

I would greatly appreciate any help,
thank you in advance.


Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around
*   For searches and help try:
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index