DESCRIPTION

The routine twoside(.,.) implements the estimator for a panel data regression model with double censoring proposed in Honore and Leth-Petersen. The weights are 1/T(i). It is in beh_slp.gau. The program demo_H_LP.gau demonstrates its use.

The file optmum.prc must be in the same directory.


FORMAT

    {b,v,f}=twoside(dat,_met);

INPUT

    dat    (NxK) matrix. Each row represens an observation.
            The first column contains the dependent variable.
            The second colums contains the individual id.
            Column 3-K contain the time-varyind explanatory variables.

    _met    Optimization method. The allowable values are
             0      Amoeba
            -1      Powell's method
            -2      frpmin
            -3      dfpmin

OUTPUT

    b       Estimate

    v       Estimted Variance-matrix

    f       Function Value