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From   "Paul GERRANS" <[email protected]>
To   <[email protected]>
Subject   st: CQREG CLAD
Date   Fri, 8 Sep 2006 09:35:09 +0800

I am using Professor Ken Chay's censored regression programs (cqreg and scls) available from his website
Two questions:
- While I can run Tobit and SCLS and get estimates most samples where I run cqreg i get "No covergence" after some considerable time. I have approx 4800 left-censored observations (0), 11200 uncensored observations and 1870 right-censored (100)
- When I do get output for the cqreg and scls estimators what is the interpretation of the Bias output? Do I add/subtract from the coefficient estimate?
I have tried using the Jolliffe CLAD estimator but that only allow lower or upper censoring but not both. If anybody has modified this to allow both censoring I would be interested in using that as well.
Many thanks
Dr Paul Gerrans
Senior Lecturer
School of Accounting, Finance and Economics
Edith Cowan University
100 Joondalup Drive
Joondalup, Western Australia 6027
61 8 63045605 Ph
61 8 63045633 Fax
[email protected]

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