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st: Fixed effects for truncated/censored data


From   "Ngo,PT (pgr)" <P.T.Ngo@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Fixed effects for truncated/censored data
Date   Fri, 21 Feb 2003 15:21:50 -0000

Dear Stata-listers,

Does anyone know what is the stata command or a user-written ado file for Trimmed LAD, or the Honore's fixed effects for truncated/censored data ?  I have come across a few articles using this estimation method.  I both made a "findit" search and looked at the Stata manual.  The manual says under "xttobit" that it does not have Fixed Effects for Tobit.

Also, is there a command for nonlinear two-stage least square (NL2SLS) ?

Your help will be greatly appreciated !

Thi Minh Ngo

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