因变量受限模型

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连老师：
    如果我在估计中只想对因变量的大于0的值进行fixed effects panel估计，有什么解决办法么？

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关键词：因变量 fixed effect effects Effect Fixed 模型 变量 受限

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.