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Re: st: Bivariate Tobit


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Bivariate Tobit
Date   Fri, 02 Feb 2007 00:57:06 +0900

Sami Keskek wrote:

I would ask if any of you familiar with Bivariate (multi variate) Tobit.
I have the following problem:
I have a dependent variable, Y, censored from both below and above
and trying to estimate following regression:
Yt = a+ bYt-k + BX +u
is there anyone who knows how to do Bivariate Tobit in STATA.
ALSO, what else can be done in the case of heteroskedasticty ?
I want to add that above threshold is changing over time, (below is
constant).

--------------------------------------------------------------------------------

Not familiar with it, but if this is any help, a websearch brings up Daniel
Lawson's webpage ( http://users.drew.edu/dlawson/ ) where he's posted a
Stata do-file for bivariate tobit.

Also, take a look at -gllamm-.

I suspect that you will need something more like a bivariate analogue
of -cnreg- if your upper censoring values aren't fixed.

Joseph Coveney

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