Dear all,
The CLAD estimator, implemented by Jolliffe et al., is certainly an
interesting alternative to TOBIT. Moreover, the cnreg estimator in
Stata is extremely useful since it allows different censoring points.
I was wondering if anyone has seen or done a CLAD estimator where
different censoring points are allowed (I couldn't find it in my
searches) - i.e., some form of "CNLAD" estimator.
Many thanks
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