Niru,
It seems to me that your concern is only about heteroskedasticity. For this
reason you can use -_robust- command which implements sandwich variance
estimator. Read carefully about -_robust- in the manual.
Rodrigo.
----- Original Message -----
From: "Niru" <[email protected]>
To: <[email protected]>
Sent: Wednesday, June 07, 2006 9:02 AM
Subject: st: Robust with xttobit
Hello, I had posted this two weeks ago and since I
didn't get a response, I'm posting it one last time,
desparately hoping to get some response.
Thanks.
Dear Statalisters,
I am using random effect tobit estimation and would
like to get robust standard errors. But "robust" and
"cluster" options are not allowed with "xttobit".
I also tried to use "xtintreg" (random effects
interval data regression) with "robust" option but
this is not allowed either.
Is there any way to get robust standard errors with
"xttobit"?
I would greatly appreciate any help,
thank you in advance.
Niru
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