Tobit and mswitch?

[danny klinenberg]

Hello all,

Is there a Stata implementation of a regime-switching model where the regimes follow a Tobit pdf? mswitch appears to default to a normal distribution with no option to specify a Tobit or Cragg model.

Thanks!

[FernandoRios]

No there is not
perhaps you can implement something like this using cmp (ssc)
or programming one yourself (good excercise to understand what happens on the background)
hth

[danny klinenberg]

Thank you!