tobit模型的截距和斜率一般设定为pool的常数，所以没有检验固定、随机还是混合之说。tobit理论百度文库上有，stata命令参见stata英文说明书。

沙发说的很有道理！！！！谢谢！！！

如果你使用stata命令中的xttobit做的话，是没法做固定效应的；下面是stata manual里面说的
xttobit fits a random-effects tobit models.  There is no command for a conditional fixed-effects model, as there does not exist a sufficient statistic allowing the fixed effects to be conditioned out of the likelihood.  Honore has developed a semiparametric estimator for fixed-effect tobit models.  Unconditional fixed-effects tobit models may be fit with tobit command with indicator variables for the panels.  The appropriate indicator variables can be generated using tabulate or xi. However, unconditional fixed-effects estimates are biased.

或者有内生性的话，使用ivtobit来做

有没有新的 进展， 可以解决 tobit做FE的问题？

支持和感谢。