st: xttobit

["naceur khraief" <naceur_khraief@hotmail.com>]

Dear statalisters

I am running xttobit estimator. I tried  different numbers of quadrature
points (4, 8, 12..30) but I had the same problem. I am not sure that the
estimates are robust. Convergence achived after 4 iterations, I get s.e
for sigma_e but not for sigma_u and 0 for rho.
In other side to use the adaptive quadrature I want to get a starting
values from xttobit ( sigma_u and sigma_e). It's not possible because
sigma_u equal 0.
Have you an idea about this question?
Thanks in advance.
Best regards,





.xttobit  Dlnq DlnQ Dlnreau lnreus lnremq lnresk lnrehk lnrejp ,
i(country)  ll(0)

Obtaining starting values for full model:

Iteration 0:   log likelihood = -2386.4927
Iteration 1:   log likelihood = -2386.4786

Fitting full model:

Iteration 0:   log likelihood = -1566.5403
Iteration 1:   log likelihood = -1513.6376
Iteration 2:   log likelihood = -1508.7207
Iteration 3:   log likelihood = -1508.5333
Iteration 4:   log likelihood =  -1508.533

Random-effects tobit regression            Number of obs      =      1140
Group variable (i): country                Number of groups   =         6

Random effects u_i ~ Gaussian              Obs per group: min=       190
                                                         avg =     190.0
                                                         max =       190

                                          Wald chi2(7)       =     13.18
Log likelihood  =  -1508.533               Prob > chi2        =    0.0678

-------------------------------------------------------------------------
-----
       Dlnq |    Coef.    Std. Err.      z    P>|z| [95% Conf. Interval]
-------------+-----------------------------------------------------------
-----
   DlnQ |     .1693858   .4303348       0.39   0.694    -.6740549
1.012827
    Dlnreau |   1.116371   2.814282     0.40   0.692     -4.39952
6.632263
     lnreus |   .1485542   1.444226     0.10   0.918    -2.682078
2.979186
     lnremq |  -1.558281   .7213964    -2.16   0.031    -2.972192   -
.1443697
     lnresk |   .7600745   .8181918     0.93   0.353    -.8435519
2.363701
     lnrehk |   1.008161   .8777873     1.15   0.251    -.7122704
2.728593
     lnrejp |  -1.124204   .7599142    -1.48   0.139    -
2.613609       .3652
      _cons |  -4.554228   4.062599    -1.12   0.262    -12.51678
3.40832
-------------+---------------------------------------------------------
sigma_u       0               .        .       .            .
sigma_e    2.204545   .0713254    30.91   0.000   2.064749     2.34434
-------------+-----------------------------------------------------------
  rho |          0          .                             .           .
-------------------------------------------------------------------------

 Observation summary:       529     uncensored observations
                            611  left-censored observations
                              0 right-censored observations

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