我没有估计过联立的tobit模型,不过既然是联立,也就是在tobit 模型中存在内生变量,应该是要用到IV-tobit的估计方法.

stata 程序:

ivprob-ivtobit from http://fmwww.bc.edu/RePEc/bocode/i 'IVPROB-IVTOBIT': modules to estimate instrumental variables probit and tobit / These programs implement Amemiya Generalized Least Squares (AGLS) / estimators for probit and tobit with endogenous regressors. / Newey (J.Metr. 1987, eq. 5.6) provides the formulas used.

tobitiv from http://fmwww.bc.edu/RePEc/bocode/t 'TOBITIV': module to perform instrumental variables tobit / This module implements the method of Whitney Newey, 'Efficient / Estimation of Limited Dependent Variable Models with Endogenous / Explanatory Variables', Journal of Econometrics (1987).