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st: Re: Robust with xttobit


From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: Robust with xttobit
Date   Wed, 7 Jun 2006 10:02:30 -0400

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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