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st: ivtobit with varying censoring variable?
I have panel data, which is censored from above in the dependent variable.
However, the censor changes from year to year.
I want to estimate a tobit model using instrumental variables as I
have endogenous independent variables.
Is there any way to adjust ivtobit or use another command in Stata to do this?
Many thanks!
Best,
Christina Gathmann
Stanford University
http://www.stanford.edu/~cgathman
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