xttobit.hlp

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{smcl}
{* *! version 1.0.0  27jun2005}{...}
{cmd:help xttobit} {right:dialog:  {bf:{dialog xttobit}}{space 15}}
{right:also see:  {help xttobit postestimation}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col :{hi:[XT] xttobit} {hline 2}}Random-effects tobit models{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 16 2}
{cmd:xttobit} {depvar} [{indepvars}] {ifin} {weight} [{cmd:,} {it:options}]

{synoptset 27 tabbed}{...}
{synopthdr}
{synoptline}
{syntab :Model}
{synopt :{opth "i(varname:varname_i)"}}use {it:varname_i} as the panel ID variable{p_end}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opt ll(varname|#)}}left-censoring variable/limit{p_end}
{synopt :{opt ul(varname|#)}}right-censoring variable/limit{p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}
{synopt :{opth const:raints(estimation options##constraints():constraints)}}apply specified linear constraints{p_end}

INCLUDE help intpts1

{syntab :SE}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt boot:strap} or {opt jack:knife}{p_end}

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt tobit}}perform likelihood-ratio test comparing against pooled tobit model{p_end}
{synopt :{opt noskip}}perform likelihood-ratio test{p_end}

{syntab :Max options}
{synopt :{it:{help xttobit##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{phang}
{it:depvar} and {it:indepvars} may contain time-series operators; see {help tsvarlist}.{p_end}
{phang}
{opt bootstrap}, {opt by}, {opt jackknife}, {opt statsby}, and {opt xi} may be used with {cmd:xttobit}; see {help prefix}.{p_end}
{phang}
{opt iweight}s are allowed; see {help weight}. Weights must be constant within panels.{p_end}
{phang}
See {help xttobit postestimation} for features available after estimation.{p_end}


{title:Description}

{pstd}
{cmd:xttobit} fits a random-effects tobit models.  There is no command for a
conditional fixed-effects model, as there does not exist a sufficient
statistic allowing the fixed effects to be conditioned out of the likelihood.
It should be noted that Honore has developed a semiparametric estimator
for fixed-effect tobit models.  Unconditional fixed-effects tobit models may
be fitted with {cmd:tobit} command with indicator variables for the panels.
The appropriate indicator variables can be generated using {cmd:tabulate} or
{cmd:xi}.  However, unconditional fixed-effects estimates are biased.

{pstd}
{cmd:xttobit} is slow since the likelihood function is calculated by adaptive
Gauss-Hermite quadrature.
INCLUDE help intpts2


{title:Options}

{dlgtab:Model}

{phang}
{opth "i(varname:varname_i)"}, {opt noconstant}; see 
{help estimation options##i():estimation options}.

{phang}
{opt ll(varname|#)} and {opt ul(varname|#)} indicate the censoring points.
You may specify one or both.  {opt ll()} indicates the lower limit for
left-censoring.  Observations with depvar{ul:<}{opt ll()} are left-censored,
observations with depvar{ul:>}{opt ul()} are right-censored, and remaining
observations are not censored.  See {helpb tobit}.

{phang}
{opth offset(varname)}, {opt constraints(constraints)}; see 
{help estimation options##offset():estimation options}.

INCLUDE help intpts3

{dlgtab:SE}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options##level():estimation options}. 

{phang}
{opt tobit} specifies that a likelihood-ratio test comparing the random effects model with the pooled (tobit) model be included in the output.

{phang}
{opt noskip}; see {help estimation options##noskip:estimation options}. 

{dlgtab:Max options}

{phang}
{marker maximize_options}
{it:maximize_options}: {opt dif:ficult}, {opt tech:nique(algorithm_spec)}, 
{opt iter:ate(#)}, [{opt no:}]{opt lo:g}, {opt tr:ace}, {opt grad:ient}, 
{opt showstep}, {opt hess:ian}, {opt shownr:tolerance}, {opt tol:erance(#)}, 
{opt ltol:erance(#)}, {opt gtol:erance(#)}, {opt nrtol:erance(#)}, 
{opt nonrtol:erance}, {opt from(init_specs)}; see {help maximize}.  Some of 
these options are not available if {cmd:intmethod(ghermite)} is specified.
These options are seldom used.


{title:Example}

    {cmd:. xttobit y1 x1 x2 x3, i(id) ll(20)}


{title:Also see}

{psee}
Manual:  {bf:[XT] xttobit}

{psee}
Online:  {help xttobit postestimation};{break}
{help xt}; {helpb quadchk}, {helpb tobit}, {helpb xtdata}, {helpb xtdes},
{helpb xtintreg}, {helpb xtreg}, {helpb xtsum}, {helpb xttab} {p_end}