Page 1 of 1

RE not available for Tobit and Quantile Regression?

Posted: Wed Jan 25, 2012 8:36 am
by 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

Re: RE not available for Tobit and Quantile Regression?

Posted: Wed Jan 25, 2012 9:04 am
by EViews Gareth
EViews currently doesn't support panel quantile or panel tobit estimation, so, no, random effects are not available.

Re: RE not available for Tobit and Quantile Regression?

Posted: Wed Jan 25, 2012 9:24 am
by tomka
Dear Gareth, thanks for the quick reply.

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

Re: RE not available for Tobit and Quantile Regression?

Posted: Mon Nov 02, 2015 8:45 am
by jengfatt
Hi, I would like to know can we run FE/RE logit and Tobit regression in Eview 8?

Re: RE not available for Tobit and Quantile Regression?

Posted: Mon Nov 02, 2015 8:56 am
by EViews Gareth
There is no built in functionality for it. You could use @expand(@crossid) to create fixed effect dummies manually.