看命令帮助阿，里面写的很清楚
[R] ivtobit -- Tobit model with continuous endogenous covariates
(View complete PDF manual entry)
Syntax
Maximum likelihood estimator
ivtobit depvar [varlist1] (varlist2 = varlist_iv) [if] [in] [weight] ,
ll[(#)] ul[(#)] [mle_options]
Two-step estimator
ivtobit depvar [varlist1] (varlist2 = varlist_iv) [if] [in] [weight],
twostep ll[(#)] ul[(#)] [tse_options]
Options for two-step estimator
+-------+
----+ Model +-----------------------------------------------------------------
twostep is required and requests that Newey's (1987) efficient two-step
estimator be used to obtain the coefficient estimates.
ll[(#)] and ul[(#)] indicate the lower and upper limits for censoring,
respectively. You may specify one or both. Observations with depvar <
ll() are left-censored; observations with depvar > ul() are
right-censored; and remaining observations are not censored. You do not
have to specify the censoring values at all. It is enough to type ll, ul,
or both. When you do not specify a censoring value, ivtobit assumes that
the lower limit is the minimum observed in the data (if ll is specified)
and that the upper limit is the maximum (if ul is specified).
. webuse laborsup
Obtain full ML estimates
. ivtobit fem_inc fem_educ kids (other_inc = male_educ), ll
. ivtobit fem_inc fem_educ kids (other_inc = male_educ), ll(12)
Obtain two-step estimates
. ivtobit fem_inc fem_educ kids (other_inc = male_educ), ll twostep
. ivtobit fem_inc fem_educ kids (other_inc = male_educ), ll(12) twostep
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