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RES: st: panel tobit with fixed effects
From
"Fernando Cunha" <[email protected]>
To
<[email protected]>
Subject
RES: st: panel tobit with fixed effects
Date
Fri, 23 Mar 2012 16:37:39 -0300
Hi Anders,
Thanks for reply and the tip. I searched in stata manual and noticed that
unconditional fixed-effects estimates in panel tobit are biased.
I estimated the tobit panel introducing a set of dummy variables for every
individual. Am I wrong?
Regards
Fernando Cunha
Consultor
SIGLASUL CONSULTORIA LTDA.
Rua Visconde de Inhaúma, 58 - 14º andar
Centro - Rio de Janeiro - RJ - 20091-007
+55 (21) 3575-6000
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-----Mensagem original-----
De: [email protected]
[mailto:[email protected]] Em nome de Anders
Alexandersson
Enviada em: sexta-feira, 23 de março de 2012 14:53
Para: [email protected]
Assunto: Re: st: panel tobit with fixed effects
The help description of -xttobit- discusses why. Do you want unconditional
or conditional fixed effects?
Anders Alexandersson
[email protected]
Fernando Cunha <[email protected]> wrote:
> I am trying to estimate a panel tobit model with fixed effects.
> I know that stata only estimate panel tobit model with random effects.
> I have a balanced panel.
>
> Can you help me?
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