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Re: Re: st: Simultanious Tobit Model with endogenous tobit regressor


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: Simultanious Tobit Model with endogenous tobit regressor
Date   Sun, 05 Apr 2009 16:50:39 +0200

I quote Antoine's suggestion. And don't forget the -cmp- command from SSC: a must in IV settings!!!
Nicola

P.S. I'll NOT receive/read any email but the Digest.

At 02.33 01/04/2009 -0400, you wrote:
>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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