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st: RE: serial correlation in xttobit


From   "Jason Yackee" <[email protected]>
To   <[email protected]>
Subject   st: RE: serial correlation in xttobit
Date   Wed, 13 Sep 2006 14:56:35 -0700

Etienne,

I do not know much about xttobit or tobit analysis, my experience being limited to xtreg and the like.  But if it is possible to do so using this method you may want to consider whether including a lagged dependent variable on the right-hand side would be an appropriate solution.

Jason Webb Yackee
Fellow
Gould School of Law
University of Southern California
Los Angeles, California 90089-0071
Tel: 213-740-2865
Fax: 213-740-5502
Cell: 919-358-3040
email: [email protected]
�


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Etienne Dumont
Sent: Wednesday, September 13, 2006 11:29 AM
To: [email protected]
Subject: st: serial correlation in xttobit

Hello,

If I have serial correlation in my data, how can I solve the problem when I 
use the command xttobit ? I didn't see any option to solve the problem. Does 
the bootstrap that`s used to compute the standard error in "xttobit" solve 
the problem ?

Thank a lot

Etienne


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