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Re: st: intreg cluster vs tobit cluster (one reports some missing std errors, the other doesn't)
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: intreg cluster vs tobit cluster (one reports some missing std errors, the other doesn't)
Date
Fri, 5 Nov 2010 08:24:11 -0500
You probably have an entire cluster (and more than one) that was
completely censored. The -tobit- model may have found a way around it
by making more assumptions about your data than the more general
-intreg- does.
On Thu, Nov 4, 2010 at 7:18 PM, Leandro Brufman
<[email protected]> wrote:
> Hi everyone!
> I was running a Tobit model with clustered errors using -intreg
> varlist, clustered(clustervar)- as detailed in here
> (http://www.stata.com/support/faqs/stat/tobit.html). Sometimes the
> standard errors of a couple of coefficients appeared as missing. After
> reading a lot of useful things here in Statalist I couldn't find the
> problem behind those results (for example, I never had 1 observation
> per cluster, which was pointed out as a possible problem by Mark
> Schaefer, I fixed a scale problem in one variable that was driving a
> couple of missing std errors, but not all of them, etc.).
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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