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st: RE: panel tobit with fixed effects
From
"Jacobs, David" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: panel tobit with fixed effects
Date
Fri, 23 Mar 2012 20:14:39 +0000
Probit provides one part of the Tobit estimator, but I don't think a fixed-effect version of probit is possible, although a colleague in economics once claimed this isn't so.
In any case, just throwing in case dummies to get fixed-effects only works for least squares (and then the standard errors probably will be off a bit) and maybe some count models. It most certainly is not a good idea for a tobit model.
Dave Jacobs
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Fernando Cunha
Sent: Friday, March 23, 2012 12:14 PM
To: [email protected]
Subject: st: panel tobit with fixed effects
Dear Statalisters,
I am trying to estimate a panel tobit model with fixed effects.
I know that stata only estimate panel tobit model with random effects.
I have a balanced panel.
Can you help me?
Regards
Fernando Cunha
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