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

Quantile Regression

A Gauss program for doing quantile regression.

Please report broken links and other problems to Bo E. Honore