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Re: st: Simultanious Tobit Model with endogenous tobit regressor


From   Antoine Terracol <terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Simultanious Tobit Model with endogenous tobit regressor
Date   Tue, 31 Mar 2009 19:44:09 +0200

Have a look at -bitobit- (ssc describe bitobit)

Antoine

Sachin Chintawar wrote:
Dear All
I was wondering if there was a procedure to estimate a simultanious
tobit model where the endogenous regressor is also tobit (and censored
at 0). Looking back in the stata archive I have found Dr. Baum's
recent reply of using ivtobit - which implicitly assumes that the
endogenous variable is a continious variable. Further back in 2003 Dr.
Paradis-Beland Link:http://www.stata.com/statalist/archive/2003-11/msg00772.html
provides an outline of exactly what I want to estimate (Simultanious
tobit model with ml, Link:
http://www.stata.com/statalist/archive/2003-11/msg00772.html). I was
wondering if the new version since then has incorporated a command
that does this automatically. If not is there a user defined code that
does the same (and also capture the 'alpha' to which Dr.
Paradis-Beland refers to).
Greatly appreciate any help in this regard
Sachin
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