Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Robust with xttobit

From   "Marcella Nicolini" <[email protected]>
To   <[email protected]>
Subject   st: Re: Robust with xttobit
Date   Thu, 8 Jun 2006 10:55:13 +0200

Actually gllamm fits other kind of non linear models like poisson, probit, but it does not support Tobit estimator.
You could use -xttobit- and bootstrap your standard errors.


Date: Wed, 7 Jun 2006 21:08:47 -0500
From: "Scott Merryman" <[email protected]>
Subject: st: RE: Robust with xttobit

You can estimate a random effects tobit with -gllamm-, which does provide a
robust option. See



-----Original Message-----
From: [email protected] [mailto:owner-
[email protected]] On Behalf Of Niru
Sent: Wednesday, June 07, 2006 8:02 AM
To: [email protected]
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.

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

I would greatly appreciate any help,
thank you in advance.


*   For searches and help try:

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