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Re: st: Fixed effects tobit model


From   Jan Saarela <[email protected]>
To   [email protected]
Subject   Re: st: Fixed effects tobit model
Date   Tue, 11 Feb 2003 11:53:25 +0200

No, there is no command for a parametric conditional fixed-effects tobit
model, as there does not exist a sufficient statistic allowing fixed
effects to be conditioned out of the likelihood (see Stata reference
manual Su-Z, p. 474, under "xttobit"). Regards, Jan Saarela

"Ngo,PT (pgr)" wrote:
> 
> Dear Stata-listers,
> 
> Is there a command for estimating a fixed effects tobit model ?
> 
> Thanks a lot,
> 
> Thi Minh Ngo
> 
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