SCLS: Stata module to perform symmetrically censored least squares
scls 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.
|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: |
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457402. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.