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From |
somsupa Nopprach <nmayecon31@yahoo.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: tobit and xtreg pls help |

Date |
Thu, 14 May 2009 01:17:43 -0700 (PDT) |

Dear Statalisters, Any help or suggest will be very appreciated. 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. 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? 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.-estout- to show the mfx coeff. is it right that i use b or i should write margin in-estout- 3. in my model i also add country dummy and year variable to detrend, is it still appropriate to use random-effects model? 4. regarding xtreg command, if i use re option(random model)and i want the r2 of random model to show in estout what command i should use? Could you suggest which model i should to use and help me solves the problems above. thank you so much in advance, somsupa * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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