Re: st: Simultanious Tobit Model with endogenous tobit regressor

[Antoine Terracol <terracol@univ-paris1.fr>]

Have a look at -bitobit- (ssc describe bitobit)

Antoine

Sachin Chintawar wrote:
> Dear All
> I was wondering if there was a procedure to estimate a simultanious
> tobit model where the endogenous regressor is also tobit (and censored
> at 0). Looking back in the stata archive I have found Dr. Baum's
> recent reply of using ivtobit - which implicitly assumes that the
> endogenous variable is a continious variable. Further back in 2003 Dr.
> Paradis-Beland Link:http://www.stata.com/statalist/archive/2003-11/msg00772.html
> provides an outline of exactly what I want to estimate (Simultanious
> tobit model with ml, Link:
> http://www.stata.com/statalist/archive/2003-11/msg00772.html). I was
> wondering if the new version since then has incorporated a command
> that does this automatically. If not is there a user defined code that
> does the same (and also capture the 'alpha' to which Dr.
> Paradis-Beland refers to).
> Greatly appreciate any help in this regard
> Sachin
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