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st: tobit and its efficiency


From   somsupa Nopprach <nmayecon31@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: tobit and its efficiency
Date   Tue, 12 May 2009 19:50:43 -0700 (PDT)

Dear Statalisters,

   my dependent variable (y)is an index , whose value range from -2 to 2.
my data is panel data and i set industry and country as my id. and year as t. i already set tsset.

due to the limit of my y variable, i select to use xttobit. and i interpreted the effect of my Xs on y by using mfx compute, predict(e(-2,2))

 I have five questions
1. is it proper to find the effect of Xs on y by using mfx compute, predict(e(-2,2))
2. because there is no left and right cencored obs (zero observation) , I wonder that is it still necessary for me to use xttobit. some of my equations have only two censor observations but most of them are zero.

3. my y variable left-side skewed distribution. i have read that it should be normal distribution to allow Tobit efficient. so , how i should manage with this problem. I tried vce option, but when i use vce option the error below is shown.
"xtintreg_d2 failed to compute scores required by the robust option
r(504);"
what i should do to deal with this error?
4. in my model i also add country dummy and year variable to detrend, is it still appropriate to use random-effects model?
5. regarding xtreg command, if i use re option(random model), which one is the R2 of the random model in xtreg?

Could you suggest which model i should to use and help me solves the problems above.

thank you so much in advance,
somsupa


      

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