SCLS: Stata module to perform symmetrically censored least squares
Abstractscls implements Powell's (Powell, J. L., 1986, Symmetrically Trimmed Least Squares Estimation for Tobit Models, Econometrica, 54, 1235-1460) symmetrically censored least squares estimator and reports standard errors and t-statistics that are asymptotically valid under heteroskedasticity. The robust covariance matrix is computed following Powell (1986). Additionally, scls reports the value of the objective function, the size of the sample and the number of observations effectively used. Two optimization algorithms are available and it is also possible to choose how the starting values are computed.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457402.
Programming language: Stata
Requires: Stata version 10
Date of creation: 26 Jan 2012
Date of revision:
Note: This module should be installed from within Stata by typing "ssc install scls". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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