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It is not relevant in Stata 10 and newer versions because the vce(robust) option may be specified with tobit.
| Title | Obtaining robust standard errors for tobit | |
| Author | James Hardin, StataCorp |
The tobit command does not have the robust option; however, intreg does.
Since intreg is a generalization of cnreg (which is itself a generalization of tobit), you can use intreg to obtain the results that you want. Below is an illustrative example.
. sysuse auto, clear
. tobit mpg price weight, ll(20)
Tobit regression Number of obs = 74
LR chi2(2) = 61.85
Prob > chi2 = 0.0000
Log likelihood = -119.03328 Pseudo R2 = 0.2062
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
price | .0002594 .000289 0.90 0.372 -.0003166 .0008355
weight | -.0084336 .0012104 -6.97 0.000 -.0108465 -.0060207
_cons | 43.4248 2.838216 15.30 0.000 37.76692 49.08268
-------------+----------------------------------------------------------------
/sigma | 4.578498 .5572115 3.467717 5.689279
------------------------------------------------------------------------------
Obs. summary: 38 left-censored observations at mpg<=20
36 uncensored observations
0 right-censored observations
. gen mpg2 = mpg
. replace mpg2 = . if mpg<=20
(38 real changes made, 38 to missing)
. gen mpg3 = mpg
. replace mpg3 = 20 if mpg<=20
(35 real changes made)
. intreg mpg2 mpg3 price weight
Fitting constant-only model:
Iteration 0: log likelihood = -166.49203
Iteration 1: log likelihood = -150.82635
Iteration 2: log likelihood = -149.95827
Iteration 3: log likelihood = -149.95786
Iteration 4: log likelihood = -149.95786
Fitting full model:
Iteration 0: log likelihood = -141.72401
Iteration 1: log likelihood = -119.8515
Iteration 2: log likelihood = -119.03468
Iteration 3: log likelihood = -119.03328
Iteration 4: log likelihood = -119.03328
Interval regression Number of obs = 74
LR chi2(2) = 61.85
Log likelihood = -119.03328 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
price | .0002594 .000289 0.90 0.369 -.0003069 .0008258
weight | -.0084336 .0012104 -6.97 0.000 -.010806 -.0060612
_cons | 43.4248 2.838255 15.30 0.000 37.86193 48.98768
-------------+----------------------------------------------------------------
/lnsigma | 1.521371 .1217052 12.50 0.000 1.282833 1.759909
-------------+----------------------------------------------------------------
sigma | 4.578498 .5572271 3.606844 5.811907
------------------------------------------------------------------------------
Observation summary: 38 left-censored observations
36 uncensored observations
0 right-censored observations
0 interval observations
The above example shows how the intreg command is used to obtain the same results as the tobit command. To obtain robust standard errors, you now only have to add the robust option to the intreg command above.
