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st: St. Can I use tobit estimation in both 1st stage and 2nd stage if both endogenous regressor and dependent variable are truncated?
From
lutunnahar begum <[email protected]>
To
[email protected]
Subject
st: St. Can I use tobit estimation in both 1st stage and 2nd stage if both endogenous regressor and dependent variable are truncated?
Date
Thu, 19 Jan 2012 17:44:02 +1100
Hello
I have an endogeneous regressor in my model and I am using estimated
value for this variable. Both the endogenous regressor and the
dependent variable are truncated. I am not sure whether I can use
tobit estimation in both 1st stage and 2nd stage. Can anyone please
help me?
Thanks for your consideration.
Regards,
Dif
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