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st: St. Can I use tobit estimation in both 1st stage and 2nd stage if both endogenous regressor and dependent variable are truncated?


From   lutunnahar begum <pikitardif@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: St. Can I use tobit estimation in both 1st stage and 2nd stage if both endogenous regressor and dependent variable are truncated?
Date   Thu, 19 Jan 2012 17:44:02 +1100

Hello

I have an endogeneous regressor in my model and I am using estimated
value for this variable. Both the endogenous regressor and  the
dependent variable are truncated. I am not sure whether I can use
tobit estimation in both 1st stage and 2nd stage. Can anyone please
help me?



Thanks for your consideration.



Regards,
Dif
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