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st: Re: Robust with xttobit
Actually gllamm fits other kind of non linear models like poisson, probit,
but it does not support Tobit estimator.
You could use -xttobit- and bootstrap your standard errors.
Date: Wed, 7 Jun 2006 21:08:47 -0500
From: "Scott Merryman" <firstname.lastname@example.org>
Subject: st: RE: Robust with xttobit
You can estimate a random effects tobit with -gllamm-, which does provide
robust option. See
From: email@example.com [mailto:owner-
firstname.lastname@example.org] On Behalf Of Niru
Sent: Wednesday, June 07, 2006 8:02 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.
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.
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