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Re: st: Implementing Censored Quantile Regression


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Implementing Censored Quantile Regression
Date   Wed, 6 Aug 2008 14:09:49 +0200

Maybe also talk to M. O. Wilhelm
(http://ideas.repec.org/e/pwi112.html) who just had an article on
censored quantile regression in the Oxford Bulletin of Economics and
Statistics in which, I believe, Stata was used.

The article is:

Wilhelm, Mark Ottoni (2008). Practical Considerations for Choosing
Between Tobit and SCLS or CLAD Estimators for Censored Regression
Models with an Application to Charitable Giving. Oxford Bulletin of
Economics and Statistics 70(4): 559-582.

ben

On Tue, Aug 5, 2008 at 11:17 PM, Sachin Chintawar <sachintalks@gmail.com> wrote:
> Hi Dr. Scott
> I did try using -clad- using the ado file that was provided by Dr. Ken Chay
> at http://elsa.berkeley.edu/~kenchay/
> But I get a error suggesting that the data does not converge. Is there
> another way we can fit the data better? I was wondering if we change the
> convergence criterion from gradient to some other method. Unfortunately I am
> not an expert at stata to create ado files and hence was wondering if
> statausers here could help me
> Thanks
> Sincerely
> Sachin
>
> Sachin Chintawar
> Research Assistant
> Dept. of Agricultural Economics
> Louisiana State University
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Merryman
> Sent: Thursday, July 31, 2008 5:50 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Implementing Censored Quantile Regression
>
> Try -findit clad-
>
> Scott
>
>
> On Thu, Jul 31, 2008 at 7:38 AM, Sachin Chintawar <sachintalks@gmail.com>
> wrote:
>> Hi Everyone
>> I was wondering if we have a command that will allow us to use the
> censored
>> quantile regression for a tobit model. Victor Chernozhukov and Han Hong's
>> paper (2002, Journal of American Statistical Association) provides a
>> step-wise solution for doing it.
>> Thanks in advance.
>>
>> Sachin Chintawar
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