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st: RE: re: Can we apply -truncreg- in panel data?


From   Jeetendra Aryal <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: re: Can we apply -truncreg- in panel data?
Date   Sat, 21 Nov 2009 17:43:24 +0100

Dear C. Baum,
Thank you for quick help.
I tried the commands you suggested but it reports as follows:

.reg invest mvalue time i.company if invest>120
i:  operator invalid
r(198);


My question was: Can we use -truncreg- command in Panel data (PD) as we use it for Cross Section Data (CSD)? For example: in doing simple regression in CSD we use -reg- command, while doing the same in PD we use- xtreg- command. Like wise: if 
.probit (CSD) vs. xtprobit (PD)
.tobit (CSD) vs. xttobit (PD)
.poisson (CSD) vs. xtpoisson (PD)
 then; 

.truncreg (CSD) vs  ??(PD)

Any suggestions are welcome!!

regards,
J. Aryal










________________________________________
From: [email protected] [[email protected]] On Behalf Of Kit Baum [[email protected]]
Sent: Saturday, November 21, 2009 5:07 PM
To: [email protected]
Subject: st: re: Can we apply -truncreg- in panel data?

<>
webuse grunfeld
reg invest mvalue time i.company if invest>120
truncreg invest mvalue time i.company, ll(120)

Note that the OLS coefficients are attenuated.

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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