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Subject |
Re: st: tobit and its efficiency |

Date |
Thu, 14 May 2009 19:24:07 +0200 |

Only a few suggestion 2. IMHO -xttobit- is still better than -xtreg- even if you don't have censored observation 4. I have Stata 9.2, in which you are warned *against* adding dummis for the panel indicators Sorry for not being so much useful, Nicola P.S. I'll NOT receive/read any email but the Digest. At 02.33 13/05/2009 -0400, somsupa Nopprach wrote: >Dear Statalisters, > > my dependent variable (y)is an index , whose value range from -2 to 2. >my data is panel data and i set industry and country as my id. and year as t. i already set tsset. > >due to the limit of my y variable, i select to use xttobit. and i interpreted the effect of my Xs on y by using mfx compute, predict(e(-2,2)) > > I have five questions >1. is it proper to find the effect of Xs on y by using mfx compute, predict(e(-2,2)) >2. because there is no left and right cencored obs (zero observation) , I wonder that is it still necessary for me to use xttobit. some ofã??my equations have only two censor observationsã??but most of them are zero. > >3. my y variable left-side skewed distribution. i have read that it should be normal distribution to allow Tobit efficient. so , how i should manage with this problem. I tried vce option, but when i use vce option the error below is shown. >"xtintreg_d2 failed to compute scores required by the robust option >r(504);" >what i should do to deal with this error? >4. in my model i also add country dummy and year variable to detrend, is it still appropriate to use random-effects model? >5. regarding xtreg command, if i use re option(random model), which one is the R2 of the random model in xtreg? > >Could you suggest which model i should to use and help me solves the problems above. > >thank you so much in advance, >somsupa * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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