Thanks you Rodrigo, Scott and Marcella for your
helpful comments. I am trying the indirect method
through glamm that Scott pointed out,though it is
taking a very long time for stata to run the program.
Thanks a lot again,
Niru
--- Scott Merryman <[email protected]> wrote:
> It is possible though not directly.
>
> From the Stata list message
>
>
http://www.stata.com/statalist/archive/2004-02/msg00708.html
>
> "However, estimating random effects tobit models in
> gllamm
> is a bit involved. You have to treat the data as if
> you
> had mixed responses and specify a linear model for
> the
> non-censored responses and a scaled probit model for
> the
> censored responses (with the same residual
> variance)."
>
> Scott
>
>
>
> > -----Original Message-----
> > From: [email protected]
> [mailto:owner-
> > [email protected]] On Behalf Of
> Marcella Nicolini
> > Sent: Thursday, June 08, 2006 3:55 AM
> > To: [email protected]
> > Subject: st: Re: Robust with xttobit
> >
> > Actually gllamm fits other kind of non linear
> models like poisson, probit,
> > but it does not support Tobit estimator.
> > You could use -xttobit- and bootstrap your
> standard errors.
> >
> > Marcella
>
>
> *
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>
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