Re: st: dep. var. with zeros and fixed effect (or cluster) estimation[trim. least squares?]

[David Jacobs <jacobs.184@osu.edu>]

You don't tell us enough to answer your question.  If the variable in 
question is continuous and arguably normally distributed at least in the 
population, a version of Tobit called "intreg" should work because the 
robust and cluster options are available for this command.

If this dependent variable is a count with a modest mean either Poisson, 
negative binomial, or the zero inflated versions of those two commands 
would be appropriate.  If you are analyzing repeated measures for the same 
case and/or you want to do a a pooled time-series cross-sectional panel 
analysis, Stata has panel versions of tobit, intreg, poisson and negative 
binomial.  Stata does not have panel versions of zero inflated count 
models, but Limdep (another program) might.  Of course, since Stata doesn't 
offer fixed effects tobit or intreg estimators, you will have to use random 
effects or population averaged estimation to employ a panel analysis using 
tobit or it's derivatives.

Dave Jacobs
At 06:16 PM 2/17/2003 -0800, you wrote:

> Hello everyone,
>
> I am writing because I was wondering what procedure I
> could use in STATA or other statistical software to
> analyze a dependent variable that has many zeros, if
> at the same time I want to use fixed effects or
> clustering in the regression equation (because it is a
> very short [i.e. 2-period] panel).  The fixed effects
> or clustering does not allow one to use Tobit.  I saw
> a reference somewhere to symmetrically trimmed least
> squares for this situation.  Any ideas how I could do
> his or an alternative estimation for this problem?
>
> Thank you for your help,
> matt
>
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