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st: xttobit with robust standard errors


From   "Marianne Matthee" <[email protected]>
To   <[email protected]>
Subject   st: xttobit with robust standard errors
Date   Mon, 11 Sep 2006 09:39:38 +0200

Dear Statalisters

I am working with panel data and my data has heteroskedasticity. I am
using the "random effects tobit" estimation, but this estimation does
not allow the "robust" option, neither does the "xtintreg" option. Is
there any way to get robust standard errors with "xttobit"? Someone in
the stata archive suggested using "_robust" - but I do not know how to
implement it. Can anyone PLEASE help? I would appreciate it!

Kind regards
Marianne Matthee
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