Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Tobit with Mundlak effect
From
Elena Lagomarsino <[email protected]>
To
[email protected]
Subject
st: Tobit with Mundlak effect
Date
Wed, 07 Aug 2013 17:39:27 +0200
Hello Statalisters,
I'm replicating a paper by Brown S., Garino G. and Taylor K. (2013)
"Household Debt and Attitudes towards Risk" where they use a Tobit
random effect model with Mundlack fixed effects. They state that by
including the mean of the time-varying determinants, the coefficients of
the other regressors are approximately to the one of a standard fixed
effect estimator.
However, I read on the Stata help for xttobit that it doesn't exist a
fixed effect tobit estimator.
How should I interpret then the coefficient for the time-varying
regressors?
Thank you for your consideration,
Elena
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/