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st: CLAD with different censoring points (cnreg with LAD - CNLAD?)
The CLAD estimator, implemented by Jolliffe et al., is certainly an
interesting alternative to TOBIT. Moreover, the cnreg estimator in
Stata is extremely useful since it allows different censoring points.
I was wondering if anyone has seen or done a CLAD estimator where
different censoring points are allowed (I couldn't find it in my
searches) - i.e., some form of "CNLAD" estimator.
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