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st: Seemingly unrelated TOBIT


From   "Olivier Lohest" <[email protected]>
To   [email protected]
Subject   st: Seemingly unrelated TOBIT
Date   Thu, 12 Jan 2006 17:39:21 +0100

I have a model where

Y1= f(X)
Y2= f(X)

where Yi is a left censored variables and X is the independent variables


I would like to estimate this model by using a seemingly unrelated regressions model in which the dependent variables might be censored.

Chuan Huang (1999, Economics letters) proposes to estimate the model via the Monte Carlo method (MCE-step) and the M-step...

I was wondering if there is an easy to estimate this model in STATA?? is there any code about it?

If not, can anyone possibly point me in the right direction to go about estimating this model.

Regards 
 

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