[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
"However, estimating random effects tobit models in gllamm
is a bit involved. You have to treat the data as if you
had mixed responses and specify a linear model for the
non-censored responses and a scaled probit model for the
censored responses (with the same residual variance)."
> -----Original Message-----
> From: email@example.com [mailto:owner-
> firstname.lastname@example.org] On Behalf Of Marcella Nicolini
> Sent: Thursday, June 08, 2006 3:55 AM
> To: email@example.com
> Subject: 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.
* For searches and help try: