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RE: st: xtgls: SUR estimation; censoring a sample
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
RE: st: xtgls: SUR estimation; censoring a sample
Date
Sat, 26 Jun 2010 00:09:44 +0200
<>
Example:
*************
webuse nlswork, clear
xtset idcode
qui su ln_wage, d
xtreg ln_w tenure age if inrange(ln_w, `r(p1)', `r(p99)'), fe
*************
HTH
Martin
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Martin Weiss
Sent: Freitag, 25. Juni 2010 21:21
To: [email protected]
Subject: RE: st: xtgls: SUR estimation; censoring a sample
<>
Look at inrange and summarize, detail. It returns r(p1) and r(p99).
HTH
Martin
-original message-
Subject: st: xtgls: SUR estimation; censoring a sample
From: Jason Hecht <[email protected]>
Date: 25-06-2010 20:43
1. To estimate a panel SUR in xtgls, I believe you need a balanced
sample. What is the easiest way to do this?
2. In xtreg: how can I exclude the top and bottom 1% of my dependent
variable values from the model?
Thanks so much.
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