No, there is no command for a parametric conditional fixed-effects tobit
model, as there does not exist a sufficient statistic allowing fixed
effects to be conditioned out of the likelihood (see Stata reference
manual Su-Z, p. 474, under "xttobit"). Regards, Jan Saarela
"Ngo,PT (pgr)" wrote:
>
> Dear Stata-listers,
>
> Is there a command for estimating a fixed effects tobit model ?
>
> Thanks a lot,
>
> Thi Minh Ngo
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
