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  • tobit with a non-continuous instrumental variable

    hi
    I am looking for a command for a model tobit with a non-continuous instrumental variable
    thanks in advance

  • #2
    You probably can do this in cmp or gsem. eintreg might also be an option.

    I'm not sure about Tobit, but for conventional regression, 2SLS is consistent even if the instrumented variable is 0/1 or whatever.

    You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output (fixed spacing fonts help), and data using dataex.

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