Error term variance in Tobit model

[fqffqq]

Can anyone advise me how to obtain the MLE estimate of the error variance in a standard tobit model: y*=b*x+e, y=y* if y*>0, y=0 otherwise, where e~N(0,rho^2)? That is how to extract MLE estimate of rho from stata output? Many thanks.

[Maarten Buis]

The symbol rho is typically used for correlation, the symbol typically used for the standard deviation is sigma. Also if you define rho^2 to be the variance, than rho is the standard deviation.

Anyhow the standard deviation of the error term is \sigma in the output of tobit, so if you want to see the variance of the error term you just type display [sigma]_b[_cons]^2.

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