Hello,
There is a semi-parametric estimator for truncated and censored regression models with fixed effects called Pantob that was developed by Bo Honore (1992) and which is recommended by Baltagi (2001, 2nd edition, p. 212). Pantob estimates a Tobit Fixed-Effects for a two-year panel by either minimising the least squares or the least absolute deviation of the errors.
See Bo Honore's website.
Thi Minh
-----Original Message-----
From: david reinstein [mailto:[email protected]]
Sent: 27 July 2003 19:06
To: [email protected]
Subject: st: xttobit with fixed effect???
Is there any command to do this -- a tobit
(censored/corner solution) model on panel data , or is
the only way to do this to demean all of the variables
and then run (regular) Tobit?
Maybe someone wrote an extension to xttobit?
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