I am estimating a model, using panel data, where the dependent variable is censored at zero. One of the explanatory variables is endogenous and so I need to instrument it. Am I correct in thinking that there is no command to estimate instrumental variable random effects tobit models? If so, how can I estimate this model and then bootstrap to get correct standard errors? I am particularly uncertain about creating a program that I can then bootstrap, as I have not programmed in Stata before.
Gemma
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