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RES: st: RES: RE: panel tobit with fixed effects
From
"Fernando Cunha" <[email protected]>
To
<[email protected]>
Subject
RES: st: RES: RE: panel tobit with fixed effects
Date
Mon, 26 Mar 2012 11:06:17 -0300
Thank you Andres,
It really helped a lot.
Regards.
Fernando Cunha
-----Mensagem original-----
De: [email protected]
[mailto:[email protected]] Em nome de Anders
Alexandersson
Enviada em: sexta-feira, 23 de março de 2012 18:05
Para: [email protected]
Assunto: Re: st: RES: RE: panel tobit with fixed effects
Fernando, the user-written Stata program pantob.ado is at
http://www.princeton.edu/~honore/stata/pantob/pantob.ado.
Anders
On Fri, Mar 23, 2012 at 4:50 PM, Fernando Cunha <[email protected]>
wrote:
> Thank you David,
> as Anders said "Honoré (1992) has developed a semiparametric estimator
> for fixed-effect tobit models." He has an available ado file for this
> named pantob.ado at http://www.princeton.edu/~honore/stata/index.html.
> " But the language of this file is gauss. Tobit is a non linear
> function and the likelihood estimator for fixed effects is biased and
inconsistent.
>
> http://www.soderbom.net/lecture15final.pdf
>
>
> Regards,
>
> Fernando Cunha
>
>
> -----Mensagem original-----
> De: [email protected]
> [mailto:[email protected]] Em nome de Jacobs, David
> Enviada em: sexta-feira, 23 de março de 2012 17:15
> Para: '[email protected]'
> Assunto: st: RE: panel tobit with fixed effects
>
> Probit provides one part of the Tobit estimator, but I don't think a
> fixed-effect version of probit is possible, although a colleague in
> economics once claimed this isn't so.
>
> In any case, just throwing in case dummies to get fixed-effects only
> works for least squares (and then the standard errors probably will be
> off a bit) and maybe some count models. It most certainly is not a
> good idea for a tobit model.
>
> Dave Jacobs
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Fernando
> Cunha
> Sent: Friday, March 23, 2012 12:14 PM
> To: [email protected]
> Subject: st: panel tobit with fixed effects
>
> Dear Statalisters,
>
>
> 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?
>
> Regards
>
> Fernando Cunha
>
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