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st: Re: Robust with xttobit


From   "Marcella Nicolini" <marcellan@tiscali.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Robust with xttobit
Date   Thu, 8 Jun 2006 10:55:13 +0200

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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