RE not available for Tobit and Quantile Regression?

[tomka]

Dear Forum community,

On my data set I'm running OLS regressions with Random Effects in EViews 6.

However, I'd also like to run Quantile regressions for comparison and some additional Tobit regressions for dependent variables which are censored. Are Random Effects not available in EViews for Tobit and Quantile Regressions? Is there a reason why I shouldn't use Random Effects in these models?

Thanks in advance
Thomas

[EViews Gareth]

EViews currently doesn't support panel quantile or panel tobit estimation, so, no, random effects are not available.

[tomka]

Dear Gareth, thanks for the quick reply.

So in principle, it would make sense to run RE in Tobit and Quantile regressions?

[jengfatt]

Hi, I would like to know can we run FE/RE logit and Tobit regression in Eview 8?

[EViews Gareth]

There is no built in functionality for it. You could use @expand(@crossid) to create fixed effect dummies manually.