Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Tobit with cluster()


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: Tobit with cluster()
Date   Wed, 23 Feb 2005 10:27:05 -0500

use -intreg- (a generalization of tobit); intreg allows the cluster option

Rich

[email protected] wrote:

Hello,

I was wondering if anyone knew if there was a way to estimate a tobit model
and adjust the standard errors for clustering across groups.  I'm not sure
why STATA won't let you run a tobit model with the cluster option, and if
there is some way to do this or force STATA to to this, I would really like
to know how.

I'm trying to estimate the following model:

tobit usown97float uslist97 msci97 lnas97 debt_as97 bkmkt97 divyld97
corr_wm95 spgd1-spgd12 if sic60~=1, ll(0) ul(100)

This works fine, but when I include a cluster() option, it doesn't work,
and I'm not sure how to proceed.  Any assistance with this would be greatly
appreciated.  Thanks!


Alex
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index