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st: issues about the consistency of parameter estimation


From   amatoallah ouchen <[email protected]>
To   [email protected]
Subject   st: issues about the consistency of parameter estimation
Date   Tue, 27 Oct 2009 23:06:30 +0100

Good day stata -listers
My question is about an econometric issue, I'm using a  tobit model
with friction to estimate 4 parameters, I've already an idea about the
value of one of those parameters, and I'm using it as a proxy to see
whether my model gives me good results, but on many cases that
specific parameter isn't consistent when estimated with the tobit
model, so I would like to know if this may challenge the estimation of
the other parameters.
Thanks a lot in advance
Ama
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