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st: Re: Random Effects and RE Tobit

From   Evens SALIES <>
Subject   st: Re: Random Effects and RE Tobit
Date   Fri, 3 Jul 2009 22:29:00 +0200 (CEST)

Dear John,

I am having the same question as you. A definite answer to that question would be require one to run the Hausman endogenity test from panel data in the tobit model directely. From the Stata's "help xttobit" command I learned that Bo Honoré has published a paper that provides some semi-parametric estimator for tobit models with fixed effects in panel data (see If you implement the Honoré's estimtor in Stata, just reply to us. Hope I'll find some time to dit myself.


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