Some Gauss Programs
Below find links to some Gauss programs that I have written. Except
where
noted, the programs are written for Gauss for Windows.
Some programs that are useful for calculation of of estimators for the
semiparametric censored regression model. There are links to programs
written
for Gauss for DOS as well as for Gauss for Windows.
This program implements the estimator described in my paper "Trimmed
LAD
and Least Squares Estimation of Truncated and Censored Regression
Models with Fixed Effects." (Econometrica, (May, 1992), Vol. 60, No
3, pp. 533-565.). A version that works under Gauss for DOS is available
at http://web.princeton.edu/sites/econometrics/programs/pantob/
A Gauss program for doing quantile regression.
Please report broken links and other problems to Bo
E. Honore