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st: tobit and xi (xi3): standard errors


From   Jochen Späth <jochen.spaeth@iaw.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: tobit and xi (xi3): standard errors
Date   Tue, 10 Feb 2009 12:06:15 +0100

Dear statalisters,

I just realized Stata's -tobit- command with the -xi- (-xi3-) prefix does not allow for clustered standard errors, but only for -bootstrap-ping them, although the -tobit- command itself does allow for -vce(cluster clustvar)-. Does anyone know about this problem (and a possible workaround)? Maybe ist just an installation issue... -Bootstrap-ing the standard errors is in my case too time-consuming, unfortunately.

Thank you very much,
Jochen

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