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st: RE: panel tobit with fixed effects

From   "Jacobs, David" <>
To   "''" <>
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: [] On Behalf Of Fernando Cunha
Sent: Friday, March 23, 2012 12:14 PM
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?


Fernando Cunha

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