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Re: st: RE: Robust with xttobit


From   Niru <niru_y@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Robust with xttobit
Date   Fri, 9 Jun 2006 23:39:29 -0700 (PDT)

Thanks you Rodrigo, Scott and Marcella for your
helpful comments. I am trying the indirect method
through glamm that Scott pointed out,though it is
taking a very long time for stata to run the program.

Thanks a lot again,

Niru 

--- Scott Merryman <smerryman@kc.rr.com> wrote:

> It is possible though not directly.  
> 
> From the Stata list message
> 
>
http://www.stata.com/statalist/archive/2004-02/msg00708.html
> 
> "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)."
> 
> Scott
> 
> 
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of
> Marcella Nicolini
> > Sent: Thursday, June 08, 2006 3:55 AM
> > To: statalist@hsphsun2.harvard.edu
> > 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.
> > 
> > Marcella
> 
> 
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