Matt,
Ken Chay has code for a bunch of different semiparametric estimators for
Tobit models, including SCLS. A zip file is at
http://www.econ.berkeley.edu/~kenchay/ftp/binresp/programs/all.zip
linked from his page at http://www.econ.berkeley.edu/~kenchay/ .
Although I'm guessing Matt knows this already, a nice description of
alternative estimators is in
Semiparametric Censored Regression Models, with James Powell, Journal of
Economic Perspectives, Fall 2001, 29-42.
Cheers,
Partha
Matthew Neidell wrote:
Has anyone developed code for symmetrically trimmed least squares?
I've been using CLAD, but it's a large data set with lots of
regressors/dummy variables and is taking very long, so I'd like to try
least squares.
Thanks,
Matt
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
--
Partha Deb
Professor of Economics
Hunter College
ph: (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/
Emancipate yourselves from mental slavery
None but ourselves can free our minds.
- Bob Marley
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
