Amrita,
I have asked the same question before and from what I have learned I can tell you that there is no command in Stata that can do Heckman with panel (except of course the pooled case). Cluster is not equivalent to fixed effects or random effects. And there are no user written commands either
I think you are right about tobit.
Alejandro
> ----- Original Message -----
> From: "Amrita Bhattacharyya" <[email protected]>
> To: <[email protected]>
> Sent: Monday, April 04, 2005 9:22 AM
> Subject: st: Panel data Heckman and FE Tobit
>
>
> > Dear Statalisters,
> >
> > I will really appreciate if you could help me with the following:
> >
> > 1) Is there a STATA command to do Heckman model with Panel data? Is
> heckman,cluster proper to use in this case? If Heckman can be done with
> Panel data, is there a way to do iv?
> >
> > 2) Am I right to say that doing fixed effect in Tobit with Panel data
> is
> quite complicated (the only oprtion is programme written by Bo Honore)
> and
> there is no command to do tobit with iv and fixed effect?
> >
> > Thank you for your help in advance.
> >
> > Sincerely,
> > Amrita
> >
> > Fourth Year Doctoral Student
> > Department of Economics
> > Boston College
> > 21 Campanella Way--Room 462A
> > Chestnut Hill, MA 02467
> >
> > tel: +1-617-552-6742
> > fax: +1-617-552-2308
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
>
-----------------------------------------
Alejandro Lopez-Feldman
Ph.D. Candidate
Agricultural and Resource Economics
University of California-Davis
*
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