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Re: st: Implementing Censored Quantile Regression


From   "Scott Merryman" <[email protected]>
To   [email protected]
Subject   Re: st: Implementing Censored Quantile Regression
Date   Wed, 6 Aug 2008 07:04:53 -0500

You might try -clad- published in Stata Technical Bulletin by  Dean
Jolliffe, Bohdan Krushelnytskyy and Anastassia Semykina
(http://www.stata.com/products/stb/journals/stb58.pdf).


You might also find the program in the link below useful:

http://www.stata.com/statalist/archive/2006-09/msg00379.html

Scott



On Tue, Aug 5, 2008 at 4:17 PM, Sachin Chintawar <[email protected]> wrote:
> Hi Dr. Scott
> I did try using -clad- using the ado file that was provided by Dr. Ken Chay
> at http://elsa.berkeley.edu/~kenchay/
> But I get a error suggesting that the data does not converge. Is there
> another way we can fit the data better? I was wondering if we change the
> convergence criterion from gradient to some other method. Unfortunately I am
> not an expert at stata to create ado files and hence was wondering if
> statausers here could help me
> Thanks
> Sincerely
> Sachin
>

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