st: re: Can we apply -truncreg- in panel data?

[Kit Baum <Baum@bc.edu>]

<>
webuse grunfeld
reg invest mvalue time i.company if invest>120
truncreg invest mvalue time i.company, ll(120)

Note that the OLS coefficients are attenuated.

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


*
*   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/