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st: Re: Random Effects and RE Tobit


From   Evens SALIES <[email protected]>
To   [email protected]
Subject   st: Re: Random Effects and RE Tobit
Date   Fri, 3 Jul 2009 22:29:00 +0200 (CEST)

Dear John,

I am having the same question as you. A definite answer to that question would be require one to run the Hausman endogenity test from panel data in the tobit model directely. From the Stata's "help xttobit" command I learned that Bo Honoré has published a paper that provides some semi-parametric estimator for tobit models with fixed effects in panel data (see http://www.princeton.edu/~honore/). If you implement the Honoré's estimtor in Stata, just reply to us. Hope I'll find some time to dit myself.

Evens 

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