st: Re: Robust with xttobit

["Marcella Nicolini" <marcellan@tiscali.it>]

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.

Marcella


> Date: Wed, 7 Jun 2006 21:08:47 -0500
> From: "Scott Merryman" <smerryman@kc.rr.com>
> Subject: st: RE: Robust with xttobit
>
> You can estimate a random effects tobit with -gllamm-, which does provide 
> a
> robust option.  See
>
> http://www.stata.com/statalist/archive/2004-02/msg00708.html
>
> and
>
> http://www.stata.com/statalist/archive/2004-02/msg00789.html
>
>
> Scott
>
>
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of Niru
> > Sent: Wednesday, June 07, 2006 8:02 AM
> > To: statalist@hsphsun2.harvard.edu
> > 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.
> > Thanks.
> >
> > 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
> > "xttobit"?
> >
> > I would greatly appreciate any help,
> > thank you in advance.
> >
> > Niru
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