Dear Stata-listers,
Does anyone know what is the stata command or a user-written ado file for Trimmed LAD, or the Honore's fixed effects for truncated/censored data ? I have come across a few articles using this estimation method. I both made a "findit" search and looked at the Stata manual. The manual says under "xttobit" that it does not have Fixed Effects for Tobit.
Also, is there a command for nonlinear two-stage least square (NL2SLS) ?
Your help will be greatly appreciated !
Thi Minh Ngo
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