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Re: st: (no subject)


From   Daniel Lawson <dlawson@alumni.kzoo.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: (no subject)
Date   Fri, 14 Jul 2006 02:07:10 -0400

This isn't an answer to your question (but if you find an answer,
please let me know!), but another attempt to solve the problem.
Do you know the nature of the suspected heteroskedasticity?  The
bivariate tobit model we discussed earlier via e-mail can include
determinants of the variance of each variable (and of their
correlation), which can thus change from observation to observation.

On Jul 11, 2006, at 12:17 PM, Galina An wrote:

> Does anyone know how to do bivariate tobit (with heteroscedasticity
> robust errors). I tried to use 'intreg' for tobit and then use
> 'suest'. Does not work.
>
> Galina
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