Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Bivariate Tobit

From   Joseph Coveney <>
To   Statalist <>
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


Not familiar with it, but if this is any help, a websearch brings up Daniel
Lawson's webpage ( ) 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

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index