Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Censored Least Absolute Deviation and Probit

From   Reshmi Sengupta <>
Subject   st: Censored Least Absolute Deviation and Probit
Date   Sun, 4 Mar 2012 10:58:15 -0600

Dear Friends,

I need your help on the following question:

Can I estimate a CLAD (Censored Least Absolute Deviation) and a Probit
model simultaneously?

I have the following 2 equations:

(1) Y1*=a0 + a1*Y2* + a2*X1 + e1

where Y1=1 if Y1*>0
 and   Y1=0 if otherwise

(2) Y2*=b0 + b1*Y1*+ b2*X2+e2

where Y2=Y2* if Y2*>0
  and  Y2=0  if otherwise

I am trying to estimate equation (1) using Probit Maximum Likelihood
(ML) and equation (2) using CLAD.

Please let me know.

I will sincerely appreciate any help.

Best Regards,

R. Sengupta
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index