Re: st: symmetrically trimmed least squares

[Partha Deb <partha.deb@hunter.cuny.edu>]

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
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--
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


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