Hi Dr. Scott
I did try using -clad- using the ado file that was provided by Dr. Ken Chay
at http://elsa.berkeley.edu/~kenchay/
But I get a error suggesting that the data does not converge. Is there
another way we can fit the data better? I was wondering if we change the
convergence criterion from gradient to some other method. Unfortunately I am
not an expert at stata to create ado files and hence was wondering if
statausers here could help me
Thanks
Sincerely
Sachin
Sachin Chintawar
Research Assistant
Dept. of Agricultural Economics
Louisiana State University
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Scott Merryman
Sent: Thursday, July 31, 2008 5:50 PM
To: [email protected]
Subject: Re: st: Implementing Censored Quantile Regression
Try -findit clad-
Scott
On Thu, Jul 31, 2008 at 7:38 AM, Sachin Chintawar <[email protected]>
wrote:
> Hi Everyone
> I was wondering if we have a command that will allow us to use the
censored
> quantile regression for a tobit model. Victor Chernozhukov and Han Hong's
> paper (2002, Journal of American Statistical Association) provides a
> step-wise solution for doing it.
> Thanks in advance.
>
> Sachin Chintawar
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