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Re: st: Panel Tobit


From   "Yaseen Ghualm" <[email protected]>
To   [email protected]
Subject   Re: st: Panel Tobit
Date   Fri, 09 Jul 2004 23:09:38 +0100

Thanks David,
I am lucky enough to have STATA v8 but not panel tobit with fixed effects. In my case 
there are 27 right censored observation. I was just wondering can you or other users 
give me a sample command to run fixed effect and random effect model. Is it just xtreg 
with fe option?  

On 9 Jul 2004 at 17:33, David Eckles wrote:

Yaseen,

I am also doing some efficiency estimation and i use tobit as a robustness
check.  very few of our scores are censored (at zero or 1), so we are
using other models (ols, fixed and random effects).  You might want to
make sure ols (or tobit) is correct for your data, fixed or random effects
may be better.

Along the same lines, is it possible to run fixed effects tobit model with
stata?  I am using v7 and that allows a random effects tobit, but not
fixed effects (as far as i can tell).

thanks in advance.

david


> 
> Dear Stata Users,
> 
> Interestingly my question is also with regard to efficiency estimation. I have a data with 
> two outputs and two inputs. By using the DEA I have calculated technical efficiency. 
> Now I am interested to explain these efficiency by running panel tobit. Am I right to run 
> panel tobit? I have unbalanced panel data. Is there any other way to do it?
> 
> Yaseen    
> *
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> 



-- 

David Eckles
PhD Candidate
The Wharton School
University of Pennsylvania
3641 Locust Walk
Philadelphia PA 19104
(215) 898-3589 (O)
(215) 898-0310 (F)
assets.wharton.upenn.edu/~deckles
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