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st: ivtobit with varying censoring variable?


From   Christina Gathmann <cgathman@stanford.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivtobit with varying censoring variable?
Date   Mon, 25 Sep 2006 20:40:43 -0700

I have panel data, which is censored from above in the dependent variable.
However, the censor changes from year to year.

I want to estimate a tobit model using instrumental variables as I have endogenous independent variables.

Is there any way to adjust ivtobit or use another command in Stata to do this?

Many thanks!

Best,
Christina Gathmann
Stanford University
http://www.stanford.edu/~cgathman

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