[Limdep Nlogit List] random effects tobit

Andreas Drichoutis adrihout at aua.gr
Sat Jun 19 00:58:29 EST 2010


Hi all,

 

I'm trying to estimate a random effects tobit model. 

 

When I run this syntax:

 

NAMELIST ; X=round2,round3,round4,round5,gender,age,student,edu,inc2,inc3,

lastmeal,bringlun,ham,hunger2,hunger3,hunger4,hunger5,hunger6,freqham2,freqh
am3,freqham4,

one,future,pm3,futxpm3 $

SKIP $

TOBIT ; Lhs=bid ; Rhs=X ; Pds=5 ; random effects 

; marginal effects $

 

I get this error :

  Error   143: Models - estimated variance matrix of estimates is singular

  Error   447: Current estimated covariance matrix for slopes is singular.

 

If I replace  ;  Pds=5   with       ; Pds=round, where round is the panel
variable, the model is estimated without the previous warning message.

The problem now is that I get marginal effects only for the first variable
of the model!! The rest of the output is somehow suppressed..

 

I then tried to add ; full to the above syntax only to get the warning: 

 

  Error   999: The specification ;FUL is not recognized.

 

Please help! I'm so frustrated..

 

PS. I didn't misspell "full"

 

Kind regards,

Andreas Drichoutis



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