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st: truncation and heteroskedasticity


From   "I.A.C. van de Snepscheut" <Inez.vandeSnepscheut@student.uva.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: truncation and heteroskedasticity
Date   Wed, 02 Nov 2005 16:23:13 +0100

Hello,

I want to estimate a truncated dataset, by truncreg. But there is 
heteroskedasticity so the estimation will be inconsistent. Does anyone 
know a way how a heteroskedastic truncated dataset can be estimated 
consistently?


Inez
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