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SV: st: RE: panel tobit with fixed effects


From   Even Bergseng <even.bergseng@umb.no>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   SV: st: RE: panel tobit with fixed effects
Date   Tue, 13 May 2008 19:45:33 +0200

Greene (2004a; 2004b) claims that the bias in estimates of both coefficients and disturbance variance in the Fixed Effects Tobit is small for panels longer than T=5.

- Greene, W. 2004a. The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. Econometrics Journal 7(1): 98.
- Greene, W. 2004b. Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. Econometric Reviews 23(2): 125-147.

Best regards,
Even

________________________________________
Fra: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] p&#229; vegne av Austin Nichols [austinnichols@gmail.com]
Sendt: 13. mai 2008 15:38
Til: statalist@hsphsun2.harvard.edu
Emne: Re: st: RE: panel tobit with fixed effects




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