*! version 0.6 August 19, 2009
help pantob

Title

pantob -- Estimation of Static Panel Data Censored Regression Models

Syntax

pantob varlist [if] [in] [, absloss bootstrap 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 estimators in Honoré (1992).

Options

absloss specifies that the estimator is based on the absolute error loss function.

bootstrap specifies that standard errors are to be estimated by the bootstrap.

details specifies that details form the numerical optimization are displayed.

Examples

. pantob y x* z1 tren

. pantob y x* z1 tren, bootstrap

. pantob y x* z1 tren, absloss

. pantob y x* z1 tren, absloss bootstrap

. pantob y x* z1 tren, absloss bootstrap details

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, pp. 533-565.

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