我也想知道，顶一下

我也想知道，tobit还能做工具变量？

tobit只有随机的没有固定效应的，你怎么检验。
先看理论在看软件

Title

    [XT] xttobit -- Random-effects tobit models


Syntax

        xttobit depvar [indepvars] [if] [in] [weight] [, options]

    options                      Description
    ------------------------------------------------------------------------------------------------------------
    Model
      noconstant                 suppress constant term
      ll(varname|#)              left-censoring variable/limit
      ul(varname|#)              right-censoring variable/limit
      offset(varname)            include varname in model with coefficient constrained to 1
      constraints(constraints)   apply specified linear constraints
      collinear                  keep collinear variables

    SE
      vce(vcetype)               vcetype may be oim, bootstrap, or jackknife

    Reporting
      level(#)                   set confidence level; default is level(95)
      tobit                      perform likelihood-ratio test comparing against pooled tobit model
      noskip                     perform overall model test as a likelihood-ratio test
      nocnsreport                do not display constraints
      display_options            control column formats, row spacing, line width, display of omitted variables
                                   and base and empty cells, and factor-variable labeling

    Integration
      intmethod(intmethod)       integration method; intmethod may be mvaghermite (the default) or ghermite
      intpoints(#)               use # quadrature points; default is intpoints(12)

    Maximization
      maximize_options           control the maximization process; seldom used

      coeflegend                 display legend instead of statistics
    ------------------------------------------------------------------------------------------------------------
    A panel variable must be specified; use xtset.
    indepvars may contain factor variables; see fvvarlist.
    depvar and indepvars may contain time-series operators; see tsvarlist.
    by, fp, and statsby are allowed; see prefix.
    iweights are allowed; see weight.  Weights must be constant within panel.
    coeflegend does not appear in the dialog box.
    See [XT] xttobit postestimation for features available after estimation.


Menu

    Statistics > Longitudinal/panel data > Censored outcomes > Tobit regression (RE)


Description

    xttobit fits a random-effects tobit models.  There is no command for a parametric conditional fixed-effects  model, as there does not exist a sufficient statistic allowing the fixed effects to be conditioned out of     the likelihood.  Honor?(1992) has developed a semiparametric estimator for fixed-effect tobit models.     Unconditional fixed-effects tobit models may be fit with the tobit command with indicator variables for the     panels; the indicators can be created with the factor-variable syntax described in [U] 11.4.3 Factor     variables. However, unconditional fixed-effects estimates are biased.

谢谢！！

正在学习  谢谢