Suppose, in the auto dataset, domestic observations are truncated at 17
while foreign observations are truncated at 18. I believe you could do the
following:
. sysuse auto
(1978 Automobile Data)
. gen trunc = cond(foreign == 0,17, 18)
. truncreg mpg price, ll(trunc) nolog
(note: 20 obs. truncated)
Truncated regression
Limit: lower = trunc Number of obs =
54
upper = +inf Wald chi2(1) =
0.62
Log likelihood = -150.79259 Prob > chi2 =
0.4312
-------------------------------------------------------------------------
--- --
mpg | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+-----------------------------------------------------------
--- --
eq1 |
price | -.0015613 .0019834 -0.79 0.431 -.0054486
.0023261
_cons | 19.6171 10.84309 1.81 0.070 -1.634962
40.86917
-------------+-----------------------------------------------------------
--- --
sigma |
_cons | 9.881807 3.537671 2.79 0.005 2.9481
16.81551
-------------------------------------------------------------------------
--- --
Hope this helps,
Scott
-----Original Message-----
From: [email protected] [mailto:owner-
[email protected]] On Behalf Of Eric Sevigny
Sent: Thursday, September 30, 2004 5:07 PM
To: [email protected]
Subject: Re: st: Defining observation specific truncation points with
truncreg
Right, but what if I have ll(10) for 1997 and ll(20) for 1996 and want to
model these different truncation points? Can I do that with truncreg?
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