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Re: st: panel tobit with fixed effects


From   Anders Alexandersson <andersalex@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel tobit with fixed effects
Date   Fri, 23 Mar 2012 15:21:03 -0400

The help description of -xttobit- also says "Honoré (1992) has
developed a semiparametric
estimator for fixed-effect tobit models." He has an available ado file
for this named pantob.ado
at http://www.princeton.edu/~honore/stata/index.html.

Honoré, B. E. 1992. Trimmed LAD and least squares estimation of truncated
        and censored regression models with fixed effects.  Econometrica 60:
        533-565.

Anders

On Fri, Mar 23, 2012 at 1:52 PM, Anders Alexandersson
<andersalex@gmail.com> wrote:
> The help description of -xttobit- discusses why. Do you want
> unconditional or conditional fixed effects?
>
> Anders Alexandersson
> andersalex@gmail.com
>
> Fernando Cunha <fcunha@siglasul.com.br> wrote:
>> I am trying to estimate a panel tobit model with fixed effects.
>> I know that stata only estimate panel tobit model with random effects.
>> I have a balanced panel.
>>
>> Can you help me?

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