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Re: st: IVTobit and robust option


From   "Garriga Rubio Helena" <[email protected]>
To   "<[email protected]>" <[email protected]>
Subject   Re: st: IVTobit and robust option
Date   Thu, 24 Mar 2011 22:09:23 +0000

I believe gmm is only for Poisson, not Tobit, it was the previous ivpois.

On 24.03.2011, at 18:16, Austin Nichols wrote:

> Garriga Rubio  Helena <[email protected]>:
> I prefer -gmm- per
> http://www.stata.com/meeting/boston10/boston10_nichols.pdf
> 
> On Thu, Mar 24, 2011 at 11:26 AM, Garriga Rubio  Helena
> <[email protected]> wrote:
>> I'm trying to estimate a model using IVtobit and two endogenous variables with robust estimations.
>> 
>> Stata keeps running iterations for hours without any result. A previous thread suggested to use the twostep option, but it doesn't allow the robust option.
>> 
>> Any suggestion on how to solve this issue?
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