st: Defining observation specific truncation points with truncreg

[Eric Sevigny <els21+@pitt.edu>]

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?

Eric Sevigny
University of Pittsburgh
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