目前只有 Random effect tobit 模型,还没有估计FE Tobit的成熟命令。
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 fitted 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.