You can estimate a random effects tobit with -gllamm-, which does provide a
robust option. See
http://www.stata.com/statalist/archive/2004-02/msg00708.html
and
http://www.stata.com/statalist/archive/2004-02/msg00789.html
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Niru
> Sent: Wednesday, June 07, 2006 8:02 AM
> To: [email protected]
> Subject: st: Robust with xttobit
>
> Hello, I had posted this two weeks ago and since I
> didn't get a response, I'm posting it one last time,
> desparately hoping to get some response.
> Thanks.
>
> Dear Statalisters,
>
> I am using random effect tobit estimation and would
> like to get robust standard errors. But "robust" and
> "cluster" options are not allowed with "xttobit".
>
> I also tried to use "xtintreg" (random effects
> interval data regression) with "robust" option but
> this is not allowed either.
> Is there any way to get robust standard errors with
> "xttobit"?
>
> I would greatly appreciate any help,
> thank you in advance.
>
> Niru
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