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Re: st: limited dependent variables


From   Tirthankar Chakravarty <[email protected]>
To   [email protected]
Subject   Re: st: limited dependent variables
Date   Thu, 7 May 2009 18:11:40 +0100

help truncreg

T

On Thu, May 7, 2009 at 6:07 PM, Franken, Jason R. <[email protected]> wrote:
> I accidently omitted the subject line in an earlier email and am sending the message again, so I apologize if this is posted twice.
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> 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
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> 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.
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> Jason
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> *
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>



-- 
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

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