[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: tobit and its efficiency

Subject   Re: st: tobit and its efficiency
Date   Thu, 14 May 2009 19:24:07 +0200

Only a few suggestion
2. IMHO -xttobit- is still better than -xtreg- even if you don't have censored observation
4. I have Stata 9.2, in which you are warned *against* adding dummis for the panel indicators
Sorry for not being so much useful,

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

At 02.33 13/05/2009 -0400, somsupa Nopprach wrote:
>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 ofã??my equations have only two censor observationsã??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
>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,

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index