Hi,
I'm currently running a Tobit regression on my panel data with cross sectional dependence and autocorrelation. My outcome variable is censored, which an HHI index (between 0-10000). I am trying to run a Tobit regression with Driscoll Kraay errors to handle the cross sectional dependence issue, however, I haven't found any relevant reference about the Stata commands to do this. Could you please help me with how to do this?
Many thanks
Abdul
I'm currently running a Tobit regression on my panel data with cross sectional dependence and autocorrelation. My outcome variable is censored, which an HHI index (between 0-10000). I am trying to run a Tobit regression with Driscoll Kraay errors to handle the cross sectional dependence issue, however, I haven't found any relevant reference about the Stata commands to do this. Could you please help me with how to do this?
Many thanks
Abdul
