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st: heteroskedasticity correction with xttobit


From   David Youngberg <[email protected]>
To   [email protected]
Subject   st: heteroskedasticity correction with xttobit
Date   Thu, 17 May 2012 09:10:39 -0400

Dear Statalisters,

I'm running Stata 10 and need to run xttobit with a heteroskedasticity
correction. Robust isn't an option. I've tried running vce(boot) but
it's taking too long (after 36 hours, Stata wasn't done with the first
rep). I'm running about 150,000 observations, have 4 GB RAM, and
processor's 2.8 GHz.

Looking for alternative methods of correction with xttobit or if
upgrading Stata/computer would make the difference.

Thanks,
David

--
Assistant Professor of Economics
Bethany College

http://dyoungberg.com

http://blogs.worthpublishers.com/seetheinvisiblehand/

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