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st: limited dependent variables


From   "Franken, Jason R." <frankenj@missouri.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: limited dependent variables
Date   Thu, 7 May 2009 12:07:31 -0500

I accidently omitted the subject line in an earlier email and am sending the message again, so I apologize if this is posted twice.

 

Is there a user-written program appropriate for the type of truncated data discussed in Maddala (1983, p.165-170): "Limited-Dependent and Qualitative Variables in Econometrics"?

 The book is viewable at: 

http://books.google.com/books?hl=en&lr=&id=-Ji1ZaUg7gcC&oi=fnd&pg=PR11&dq=Maddala+(1983)+limited+dependent+and+quali&ots=7d2o6EjTJM&sig=77sA4nJ7g5xQ6kzZMJHAkVjIVMI#PPA170,M1 

  

I have data on contract duration for contracts observed in 2006 but signed at earlier dates.  This means that I observe some contracts with a duration of ten years, but I do not observe a contract signed in the same year with a duration of 3 years (that is, it was binding for only 3 years).  OLS estimates are therefore biased, and MLE is needed. 

  

Jason 

 

 

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