A cleaner and slightly more tested version is at
http://davidhughjones.blogspot.com/2011/07/honore-style-fixed-effects-estimators.html
David Hugh-Jones
Research Associate
CAGE, Department of Economics
University of Warwick
http://davidhughjones.googlepages.com
On 13 July 2011 15:33, David
True! Here's my attempt -- use at your own risk.
honore - function (b, dataset, x1, x2) {
dxb - (x2 - x1) %*% b
y1 - # insert your y variable here
y2 - # insert your y variable here
sum(
(pmax(y1, dxb) - pmax(y2, dxb) - dxb)^2 +
2*(y1 dxb)*(dxb-y1)*y2 +
2*(y2
Hi all,
Is there any code to run fixed effects Tobit models in the style of Honore
(1992) in R?
(The original Honore article is here:
http://www.jstor.org/sici?sici=0012-9682%28199205%2960%3A3%3C533%3ATLALSE%3E2.0.CO%3B2-2)
Cheers
David
[[alternative HTML version deleted]]
Not that I know of, but the paper says that they are easy to compute. If you
did, you could contribute the code.
Best,
Daniel
David Hugh-Jones-3 wrote:
Hi all,
Is there any code to run fixed effects Tobit models in the style of Honore
(1992) in R?
(The original Honore article is here:
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