Statalist


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

st: panel tobit with fixed effects


From   "Sartarelli, Marcello" <Marcello.Sartarelli@EUI.eu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: panel tobit with fixed effects
Date   Tue, 13 May 2008 02:12:00 +0200

dear statalist,
 
i have a problem estimating the following panel tobit with a doubly censored dependent variable y and, time-varying regressors and individual fixed effects i.id where id is the individual id variable:
 
xi : tobit y age tenure fsize reg2 reg3 decade2 decade3  i.id if gender==0, ll(0) ul(1)
 
the panel dimension is 16000 individuals observed over 20 years but with attrition.
 
if i estimate it on a standard pc, it runs out of memory for creating variable although maxvar is set to 32600.
a super computer is insted taking days.
 
suggestions are very welcome.
 
if it is eventually not possible to estimate the model above in stata, i'll try gauss using http://www.princeton.edu/~honore/pantob/ <http://www.princeton.edu/~honore/pantob/> 
 
thanks, m

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index