# Stata programs and commands related to my research.

## Content:

### 1. Pantob a program for estimation of panel data censored regression models

### 2. FHH a program for estimation of discrete time duration models with group-level heterogeneity

### 3. Two_side a program for estimation of panel data models with two-sided censoring

## 1. Pantob (version 0.6).

pantob
implements the estimators developed in Honoré (1992).

The relevant files are

- pantob.ado
is the ado-file with the routine.
- pantob.shlp
is the associated help-file.
- lpantob.mlib
is the compiled mata-library of routines that actually do the
calculations.
- pantob1.do
gives examples of how to call the routine.
- pantob06val.do will
execute a simple Monte Carlo experiment meant to validate the routines.
The results are here.

These are all contained in pantob.zip.
The first three should be places in some appropriate ado-folder. On my
computer, it is called c:\ado\personal\.

Date: 8/27/2009; slight revision 9/15/2009

### References.

Honoré, Bo E. (1992): "Trimmed Lad and Least Squares Estimation
of Truncated and Censored Regression Models with Fixed Effects,"
Econometrica, Vol. 60, No. 3, Pages 533-565.

## 2. FHH (version 0.2).

FHH implements the
logit-version of the estimator developed in Frederiksen, Honore and Hu
(2007).

The relevant files are

- fhh.ado
is the ado-file with the routine.
- fhh.shlp
is the associated help-file.
- lfhh.mlib
is the compiled mata-library of routines that actually do the
calculations.
- fhh1.do
gives examples of how to call the routine.
- A validation program has not yet been developed.

These are all contained in fhh.zip.
The first three should be places in some appropriate ado-folder. On my
computer, it is called c:\ado\personal\.

Date: 8/27/2009.

### References.

Frederiksen, Anders, Bo E. Honoré and Luojia Hu
(2007): : "Discrete Time Duration Models with Group-level
Heterogeneity" Journal of Econometrics, Vol. 141, No. 2
October 2007.

## 3. Two_side (version 0.1).

two_side calculates the estimator developed in Alan, Honoré, Hu
and Leth-Petersen (2011).

The relevant files are

- two_side.ado
is the ado-file with the routine.
- two_side.shlp
is the associated help-file.
- ltwo_side.mlib
is the compiled mata-library of routines that actually do the
calculations.
- 2side.do
gives examples of how to call the routine.
- 2side_val01.do will
execute a simple Monte Carlo experiment meant to validate the routines.
The results are here.

These are all contained in two_side.zip.
The first three should be places in some appropriate ado-folder. On my
computer, it is called c:\ado\personal\.

Date: 08/08/2011.

### 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"

The routines were developed with support from the National Science Foundation. Please email comments and suggestions to honore@princeton.edu