I need to perform a Tobit analysis with one endogenous regressor on a panel data set consisting of just over 100 cross section units over a 10 year period. In addition I need to test the weakness of the instrumental variable. I know Stata has an ivtobit command and an xttobit command, but not a xtivtobit command. If I did not have a panel data set I could use the weakiv command with the ivtobit command and accomplish my task. Does anyone have an idea of how my estimation and testing the weakness of the instrumental can be done with Stata 13.1 ?
-
Login or Register
- Log in with
