Hi Statalist,
I'm using the spregcs command to run a Durbin tobit model. The output is such that I don't see the rho value reported. Running the SDM tobit model does present the rho value, but yields otherwise very different parameter estimates. So I have two questions: (1) How do I get the rho estimate in the Durbin-tobit model? (2) Why are my results so different for Durbin-tobit vs SDM-tobit?
Many thanks!
Ania
I'm using the spregcs command to run a Durbin tobit model. The output is such that I don't see the rho value reported. Running the SDM tobit model does present the rho value, but yields otherwise very different parameter estimates. So I have two questions: (1) How do I get the rho estimate in the Durbin-tobit model? (2) Why are my results so different for Durbin-tobit vs SDM-tobit?
Many thanks!
Ania
