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st: doubt on panel data estimation

From   "M.Parameswaran" <>
Subject   st: doubt on panel data estimation
Date   Tue, 27 Jun 2006 17:06:43 +0530

Dear Friends,

I am a researcher at Centre for Development Studies, Kerala, India. I
have a panel data on manufacturing firms for six years. I want to
estimate a tobit model using this data. I understand that consistent
estimation of random effect tobit model requires strict exogeneity of
the regressors, which is not valid in my data set; current value of
the depended variable affects future value of regressors. Another
option is to use pooled estimation that ignore firm's specific
effects. I would be highly grateful if you could give your advice on
the choice between these two estimates or some other better methods.
Looking forward to your response,
Thanking you,
M Parameswaran

M. Parameswaran,
Research Associate,
Centre for Development Studies,
Prasanth Nagar Road, Ulloor.
Trivandrum - 695 011,
Kerala, India.
Phone: +91-471-2448881 (O)
            +91 - 09446506388 (mobile)

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