stata做面板数据tobit回归，模型该如何选择及结果如何分析

可以help xttobit,查看帮助中第一行的PDF文件。关于结果的描述
The results from a tobit regression can be interpreted as we would those from a linear regression.
Because the dependent variable is log transformed, the coefficients can be interpreted in terms of a
percentage change. We see, for example, that on average, union members make 14.3% more than
nonunion members.
The output also includes the overall and panel-level variance components (labeled sigma e and
sigma u, respectively) together with rho(此处略去一个公式)

which is the percent contribution to the total variance of the panel-level variance component.
When rho is zero, the panel-level variance component is unimportant, and the panel estimator is
not different from the pooled estimator. A likelihood-ratio test of this is included at the bottom of
the output. This test formally compares the pooled estimator (tobit) with the panel estimator. In this
case, we reject the null hypothesis that there are no panel-level effects.

请楼主发下tobit实现代码  谢谢

请问各位大神，我面板数据量太大了，用xttobit回归不出来，卡着不动，用tobit勉强几个小时可以出结果。我可以用tobit不用xttobit吗

nies_xxtj 发表于 2019-3-18 18:59
面板数据中xttobit只是应用于随机效应，固定效应用pantob。

请问一下，这个面板数据固定效应的tobit应该怎么做呢？