"However, estimating random effects tobit models in gllamm
is a bit involved. You have to treat the data as if you
had mixed responses and specify a linear model for the
non-censored responses and a scaled probit model for the
censored responses (with the same residual variance)."
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Marcella Nicolini
> Sent: Thursday, June 08, 2006 3:55 AM
> To: [email protected]
> Subject: st: Re: Robust with xttobit
>
> 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.
>
> Marcella
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