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st: Random Effects and RE Tobit


From   John Bunge <jota.be@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Random Effects and RE Tobit
Date   Fri, 08 Feb 2008 17:58:42 +0100

Dear listers,

this is a rather econometric question.

In a panel setting, the Hausman test provides insight about the correlation of regressors with the individual level random effect. When I compare Random Effects and Fixed Effects Estimators, a low p-value tells me that such a correlation is probably present and hence RE inconsistent.

Now I consider to run a RE tobit estimation on the same model since I have a high proportion of zero observations in the dependent variable. Is this a bad idea when my previous Hausman Test told me that the RE assumption is probably not appropriate?

Best,

John.
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