[Limdep Nlogit List] Tobit fixed effect model

William Greene wgreene at stern.nyu.edu
Wed May 24 19:58:22 EST 2006


Dear JP.
It is possible to fit a tobit model with up to 50,000 fixed effects with LIMDEP 8.
The command is
TOBIT 
; Lhs = dependent variable 
; Rhs = independent variables
; Pds = specification of the panel
; FEM $
The RHS must not include any time invariant variables - just like regression.
/B. Greene


************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
Ph. 212.998.0876
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************

----- Original Message -----
From: JP Azevedo <jp.statalist at gmail.com>
Date: Wednesday, May 24, 2006 4:27 am
Subject: [Limdep Nlogit List] Tobit fixed effect model

> Hello,
> 
> I would like to know if it is possible to estimate a Tobit fixed 
> effectmodel with Limdep 8.0? And if so, does anyone has an 
> illustration code that
> I could have a look at?
> 
> Many thanks in advance,
> 
> JP
> 
> 
> 
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> Limdep at limdep.itls.usyd.edu.au
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> 




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