*! version 0.2 August 08, 2011
help two_side

Title

Two_Side -- Estimation of Static Panel Data Models with Two-Sided Censoring

Syntax

pantob varlist [if] [in] [, details]

varlist has the dependent variables as its first element and the group-identifier as its last element. The remaining elements are the explanatory variables.

Despription

pantob implements the estimator in Alan, Honoré, Hu and Leth-Petersen (2011)
for a linear panel data regression model with the dependent variable censored from below
at 0 and from above at 1. If the panel is unbalanced, the weight given to all
the comparisons for unit i is 1/T(i). See Honoré and Kyriazidou (2000).

Options

details specifies that details form the numerical optimization are displayed.

Examples

. two_side y x* z1 tren

. two_side y x* z1 tren, details

References

Alan, Sule, Bo E. Honoré, Luojia Hu and Søren Leth-Pedersen (2011): "Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation".

Honoré, Bo E. and Ekaterini Kyriazidou (2000): "Estimation of Tobit-Type Models with Individual Specific Effects" Econometric Reviews, vol. 19, no. 3, pp. 341-366

Author

Bo E. Honoré, Princeton University, honore@princeton.edu