st: Defining observation specific truncation points with truncreg
Date
Thu, 30 Sep 2004 17:34:09 -0400
Hello,
I'm attempting to estimate a truncated regression model using alternate
lower level truncation points, which vary by year in my dataset. The Stata
reference manual states one can use either a specific cut value or variable
to identify the limit. My question is, can the -truncreg- option
-ll(varname)- be used to set observation-specific limits and, if so, how?
The reference manual is silent on this. It does refer one to the -tobit-
entry in the reference manual, but this is of little help as -tobit- limits
do not accept the -ll(varname)- option. I initially thought -ll(varname)-
might be coded like -cnreg- (i.e., -censored(varname)-), taking values of
-1, 0, 1 for lower limit, in sample, and upper limit indications, but this
does not seem to be the case. It also does not seem to be a simple 0,1
coding, although I cannot be sure.
If I may summarize, does -truncreg- support observation-specific truncation
points? If so, how exactly would I implement it? In other words, how would
I code varname to indicate these alternate truncation points?
