Hi Everyone!
I'm using Stata/SE 15.1
I have an unbalanced panel data
I wanted to compare coefficients between Pooled Tobit and Tobit with random effects. If the random effect (rho) is really small then the coefficient between the two should be more or less same for some groups.
As I understand xttobit does Tobit with random effects as default. and option (,tobit) does a comparative likelihood test against the pooled model. However, how do I derive the coefficients of the Pooled Tobit without RE?
-xtreg does panel data OLS with random effects.
How do I tell Stata that I want to do Pooled Tobit? Do I use normal -reg command?
Thank you for your assistance.
Related Posts with Cofusion between pooled Tobit and xttobit
Counts in a long dataset taking into account other variables including timeHello, I have a very large dataset that includes people ("personid") who could have been seen at 4 …
Endogeneity concernsI am working with a dataset of about a total of 28000 observations for over a period of 10 years. I …
Appending excel files - Error r(601)Hi. I am trying to append all excel files in a single folder into one big file, but the code below t…
Control variables for intraday data.Hi everyone, I would like to add control variables (BookToMarket, Size...) to my data to regress Abn…
Perturb with MlogitHi All, I estimate a multinomial logit model with 10 independent variables. I suspect that there mi…
Subscribe to:
Post Comments (Atom)
0 Response to Cofusion between pooled Tobit and xttobit
Post a Comment