Marcello,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Sartarelli, Marcello
> Sent: Tuesday, May 13, 2008 1:12 AM
> To: [email protected]
> Subject: st: panel tobit with fixed effects
>
> dear statalist,
>
> i have a problem estimating the following panel tobit with a
> doubly censored dependent variable y and, time-varying
> regressors and individual fixed effects i.id where id is the
> individual id variable:
>
> xi : tobit y age tenure fsize reg2 reg3 decade2 decade3 i.id
> if gender==0, ll(0) ul(1)
Will this yield a consistent estimator? Probits with fixed effects
entered as dummies usually aren't, so I would be doubtful about a tobit.
See e.g.
http://www.stata.com/statalist/archive/2003-09/msg00103.html
Cheers,
Mark
> the panel dimension is 16000 individuals observed over 20
> years but with attrition.
>
> if i estimate it on a standard pc, it runs out of memory for
> creating variable although maxvar is set to 32600.
> a super computer is insted taking days.
>
> suggestions are very welcome.
>
> if it is eventually not possible to estimate the model above
> in stata, i'll try gauss using
> http://www.princeton.edu/~honore/pantob/
> <http://www.princeton.edu/~honore/pantob/>
>
> thanks, m
>
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