Statalist


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

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


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: Can we apply -truncreg- in panel data?
Date   Sat, 21 Nov 2009 11:07:03 -0500

<>
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


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index