[Limdep Nlogit List] Random effects tobit

[Thomas Broberg]

Hi!

I have tried to estimate a RE-tobit in Limdep 9.0, so far with limited success. Most times the variance matrix turns out to be singular or I get error 805 or 806, which is not described in the manuals list of error-codes. 

I have estimated the same models in Stata (xttobit) and got no error- or warning-messages and the results differed from the Limdep-results (even for models which Limdep accepted without warnings) . I have tried different algorithms in Stata, but that did not change the results substantially. 

Are the someone that can give me some feedback on this issue? 

Models estimated: Dependent variable with lower limit = 1. Independent variables including both dummies and continuous variables. Unbalanced panel (1-4 periods).


Thanks in advance!

Thomas Broberg