> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of naceur khraief
> Sent: Friday, December 03, 2004 10:25 AM
> To: [email protected]
> Subject: st: Maximum Likelihood Robust Estimation
>
> Hi users
>
> I want to estimate a Tobit models. Do you Have an idea about the stata
> command associate to the maximum likelihood robust standard errors.
> Because
> these standards errors are Huber-White estimates and are robust to the
> problem of non-normality and heteroscedasticity in residual variance.
> Thanks.
>
-findit tobit robust- brings up
FAQ . . . . . . . . . . . . . Obtaining robust standard errors for tobit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . J. Hardin
2/97 How can I get robust standard errors for tobit?
http://www.stata.com/support/faqs/stat/tobit.html
You might also find David Drukker's -tobcm- useful. tobcm implements a
conditional moment test for testing the null hypothesis that the
disturbances in a tobit model have a normal distribution.
Hope this helps,
Scott
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